It wouldn't hurt to have a little more explanation of who and what Tieflings are, but you run into them right away and I don't see where it could fit in before that first encounter at the gate. I did think it was a little odd how normal the dialogs were with them, like the blacksmith guy. I haven't followed D&D very closely since the BG and IWD series and didn't know what they are. Still don't, actually.

I think what Larian is doing here is assuming that the niche group of hardcore D&D players will know what they are, and the much larger group of players who have never played or read up on D&D and buy the game anyway won't care. They'll just accept it as part of the Forgotten Realms location.

Those of us with a passing familiarity with D&D but not deep into it will scratch our heads and wonder what's going on, but we're not the prime audience I guess.