Given that you will be able to visit the underworld, my guess is that these undead have just strolled across into the land of the living. Often, the dead in the underworld are depicted much like normal people.
Given that it will be a playable race, though, they'll probably want to make it distinct, so my expectation is that they could choose a design similar to the undead of WoW, which means taking elements from skeletons and zombies and doing something different.
