One of the most frequent criticisms leveled at any kind of roleplay or fan-written fiction is the presence of the dreaded Mary Sue.
If you're not familiar with the term, a Mary Sue is a character who is overly idealized, has few or no actual flaws and functions as a wish-fulfillment or fantasy for the author. In WoW, this type of character is also frequently tied to major lore figures – the stereotypical lovechild of Thrall and Jaina (or some other such invented tie to a major character).
Unfortunately, sometimes this turns into an avoidance of all lore information in an attempt to not make the character Sue-ish. In a world like Azeroth that has a lot of really well developed lore, that can result in characters who are dangerously ambiguous and don't have any connection or history.
So how do you write a lore-based character without toeing the Mary Sue line?