The first thing you have to understand about most undead is that they are not inherently evil. They simply are what they are, and they do things to survive that mean the death or torment of the living. While some are evil and do enjoy that, many assume a more philosophical view of things. A few of them are even tormented by their own torments and the necessity of them, though these are generally newer undead than not.
Types of Undead
Ghosts
Vampires
Zombies
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Playing a Vampire means you are most likely newly-made, so if you are uncertain how to play in Vorpal Lhura or are new to roleplaying in general, playing a fledgling vampire could be an excellent choice. With either a PC or NPC (portrayed by the GM) to guide you, you would have an easier time navigating this strange new world.
If you wish to play an older, more experienced Vampire, you'll need approval, but it could be done. Vampires are very powerful characters, and so the urge to munchkin could be overwhelming. Be careful.
Playing a Ghost is a bit more difficult, and recommended only for experienced players wanting a challenge. Ghosts will have incredible energy reserves, but that's due to the fact that they need to tap that energy to do anything at all - and because it's mostly all they are anymore.
Ghosts should be guiding influences, helping the party because it will eventually lead to their freedom. They want nothing else, after all. But in their limited capacity, they can be a great help. This would be a hard choice, and likely a one-time character, but could be quite rewarding if done right.
.:~Main Index~:.
Ghosts were once normal people who (usually) died a most unnatural death. Now they are spirits bound to this world for some reason - some regret so strong it ties them here, usually, or else their souls bound by unholy magic to a person, a place, or an object.
Ghosts are incorporeal, and it takes an effort of will to make any part of themselves solid enough to interact with the physical plane: to make themselves seen, to move an object, even to project their voice (though certain efforts are easier than others).
In general, ghosts seek only to be freed to pass on. If bound by unholy magic, they must do as the spell that bound them (and therefore usually the spellcaster who bound them) commands, but their sole desire is to be allowed to die. If they are tied here by a strong regret, then they must find a way to ease that desire and find satisfaction. Ghosts are to be pitied, and although there are ghost hunters, they are generally of the "Go now, pitiful spirit, and be at ease" sort of person than the "Back to the hell from whence ye came, foul thing!" type.
Ghosts cannot learn magic nor use magic they knew when alive. They are too caught up in their own sorrows to focus adequately on anything beyond basic tasks.
Vampires consider themselves the princes and princesses of the undead, and this is largely true. Compared to ghosts, who have no body, and zombies, who have only a body, vampires are largely intact. They are corporeal (unless they don't want to be), they are powerful, and, by the time you've existed as long as most of them have, you can gather quite a tidy sum to yourself.
Naturally, vampires drink the blood of the living, are vulnerable to sunlight, and can be killed with a stake to the heart.
Vampires create other vampires through draining a human near to death and then letting the victim drink of their own blood. Vampires are very, very, very selective of who they take under their wing - and are also therefore very protective. Those who are chosen to be made into vampires usually have something the creating vampire lacks or seeks: a fresh vitality, the face of a loved one long gone, some knowledge that the vampire seeks to make use of. They view the fledgling vampire they have created as a sort of ward, a child, a companion, a protege. It is rare for a vampire to have more than one fledgling, perhaps two, but usually no more.
Vampires are generally interested in their own pleasures, their own interests and pursuits. And while selfish in this regard, they are not all entirely cold-hearted. Some vampires have been known to be quite the philanthropists, though this is uncommon.
It's generally the vampires who take human servants, either as cattle for their own unnatural bloodthirst or as gophers for daylight hour errands. This is how the more business minded vampires manage their estates.
Vampires, like humans, can learn magic, though they do better learning unholy and worse learning holy magic.
Zombies are the product of unholy magic. They are incapable of human thought or emotion, and are just as likely to turn on their creator as they are on any other human. Their lust for human brains and blood is animalistic and knows no bounds.
They do not feel pain, they do not need to breathe. They cannot climb well, and will walk through fire with no other consequence than that they are now themselves on fire. They never tire, though they will eventually rot away - they are still prone to the erosions of time, battles, and the elements.
Zombies are usually produced in swarms - an unholy magic user will raise an entire cemetary when his or her enemies come near. They can only be killed by destroying the brain.
Zombies cannot learn magic nor use magic they knew when alive. Their brains are largely shut down and they are focused entirely on their need to eat human flesh.
Playing an Undead
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Vampires are the most likely undead candidates for PC's, though Ghosts are another possibility. Zombies are, by default, NPC's.