The problem as I see it in making your character from Baldur's Gate is there will definitely be some disconnect when your character actually gets to the city they are supposedly from and doesn't know their way around because the player hasn't actually been there before.
This is going to be an important point for me, roleplay-wise. If my [Baldurian] has no house, no family, no friends, no connection to the city at all, I'm going to avoid making any future [Baldurian]s so the disconnect no longer exists.