To begin, all Death Knights start in an instanced area, one that other characters(classes) can't get to and one that once the death knight has completed it, can never return to. You start your journey beside the Lich King (yes the Lich King!) He whispers sweet nothings in your ears and you are his slave - there to do nothing but his bidding. You spend most of this time gearing up your newly born death knight, earning talent points, and getting cheap wow gold your stallion. This is all done within a series of quests leading up to the betrayal of the Lich King. He basically sends you on a death mission which is uncovered by Tirion Fordring. Fordring then assaults the Lich King with none other than Ashbringer and the Lich retreats to Northrend. This sets the stage for the basis of the Wrath of the Lich King and explains why the death knights no longer serve the evil king.
You are then sent to the real world and have to walk through your races main city. The walk of shame includes citizens and guards spitting at you, throwing rotten fruits at you, and many vocal cheap shots. You finally make your way to your leader - in my case it was the king of Stormwind - and you vow to join forces and fight together against the Lich King.