Now that we've got 'the face in the mirror', now its time to make the donuts.
The same classes from D&D are available in Raveloft, however as discussed in regards to classes in 4e, the same basic principles apply. In each of the Gaz. articles for the various domains, there are listings for local heroes and how they vary from location to location. As always the DM's rule is law...but feel free to talk to him or her about how your character could work into the environment. Just because the domain is in the bronze age, doesn't mean you can't have an adventurous pistolier from Mordent strolling through.
One thing that i would emphasize, and i do so for other character creation methods including Ravenloft is this. Why are you a (X)? What got your character interested in the Arcane? What draws you into nature to be a druid? Why do you choose to fight as you make your way across the domains? When players are able to answer these questions, regardless of their level of detail...they begin to get into the mindset of where the character is coming from. And their abilities and skills should reflect this. Remember...Elminster didn't start as a wizard, he started as a rogue, then thief, then cleric....etc...this adds a depth of realism to the character and proves very effective in the third step of character creation...and deeply important in Ravenloft...outlook and ethics...