You are not alone in this. My wife was the same way, and I had to explain. I think they assume you'll read the books, but that's not good for those who aren't familiar with the overall story.
Also, Shadowheart SCREAMS of being a Sharriite from the beginning. Her entire armor set and headband say, "Hey everyone! Look at me, a walking Shar symbol.". The big black orbs are Shar's symbol.
So it's not done well. There needs to be a Religion roll made as soon as you meet her if they're going to continue having her in that armor. Succeed and learn who Shar is. Even if you fail, there should be someone, like Gale, who says something and teaches you about Shar. They could then have Shadowheart lie and say she stole the armor from someone or something.
