From what I've seen of the lore, mind you I've never played any Warcraft campaigns, DKs are just any fighter fallen in battle that the Lich King saw powerful enough to make into one of his servents. Mainly paladins, because they are usually the ones on the front line of the scourge wars. While some DKs are Paladins that gave up the light to serve the Lich King, most are just warriors killed in battle that were kept from passing on. And frankly, from an RP standing, if that was me, I'd be pissed. A paladin, a servent of the light who was fighting the good fight and died a martyr, just to have his powers stripped from him and turned into the thing he hated in the first place? You're damn right I'd be pissed! I've never RPed before (always wanted to try it, but don't know anyone who does and don't want to level again), but that's how I would play mine, someone looking for redemption for something they didn't technically do.
If it was Alliance, I'd be a human bent on revenge but who also felt guilty every time he used his new powers. How could you not when you are now the "undead scum" you wanted to rid from the world? I'd stay away from civilians, ashamed of who I was, and look for other adventurers to help find and kill the Lich King in revenge.
Horde now, I like Belfs. The idea of the scryers is interesting, a group of BE pallies who decided to stop corrupting the light and work with it, like regular paladins (or thats what I've gathered), and imagine what that would be like if one of them became a DK. A Blood Knight turned true Paladin only to become an unholy warrior? Damn, that'd suck so much.
Anyway, sorry for the rant, I'm just trying to avoid doing homework.