You can play as anything as long as your build isn't so horrible and you don't try to challenge enemies with higher level than you. For ease, try it out in explorer instead of classic or "tactician".
And one hard thing about undead is that you have to use poison to heal and you have to use the mask of shape shifting to hide your identity, meaning you rarely will get to use a proper stated helmet. Also, you gain racial bonus based on the race you shift into so if you go from Human (fane standard) to Lizard, you lose the +2 ini +5% crit chance but gain the lizard racial instead along with much better look than all the other races.
