Campaigns in Shadow of the Demon Lord are designed to be short and fast moving. Characters start off with an Ancestry and no class, and level up after every short adventure. So you can run a character all the way through level 10 in just 11 sessions.
The first adventure of a group can be a prologue of sorts, showing how they came together as a group and introducing threats and themes that will be in the game.
Ancestries are like race in D&D. You get your starting stats and a few abilities from your Ancestry, and later at 4th level you have the option to get another ability based on it. I'll go through the Ancestries and talk about how I'll use them in my upcoming game, which will be heavily based on folklore.
Humans get some flexibility but nothing outstanding. They're good for any class. In my game they will be the dominant group, but that doesn't mean I'm favoring them as a PC race. Like in legends or even Lord of the Rings, humans are all over and run the kingdoms, but adventures frequently involve the more supernatural elements of the world.
Changelings are fey beings created by elves and swapped with human babies. They can change their appearance like D&D changelings, but their origin is more in line with the folklore that inspired them. Its notable that elves are NOT a playable race in the core book, and I like them being aloof and potentially dangerous fey creatures. I'm going to use lots of fey-oriented stuff in my game so changelings are already a good fit. They make good Rogues and Magicians.
Clockworks are mechanical beings. There are elements of steampunk in SotDL, including guns. Part of me thinks this clashes with the Dark Ages/medieval tone I like, but then if Final Fantasy and Link can include steampunk and mechanical things then why not my game. Clockworks would still be rare in the world, but that just makes a character more special. The dark twist of Clockworks is that they are "powered" by a soul called up from the Underworld. This could supply latent memories or such, and would be fun to play with. They make good Warriors or Magicians, depending on their build.
Dwarves are pretty typical--tough, greedy, and insular. Its implied that adventurers are often survivors of underground cities overrun by monsters because dwarves are too paranoid to ask other people for help--which is pretty much the background of The Hobbit. I'll add that there was only one great dwarven kingdom in the area of my game, and it was destroyed by a volcanic eruption. And the elders are hiding something about it. They make good Warriors or Priests.
Goblins are fey outcast by the Summer Queen, doomed to live in the mortal world. They are small and each has unique appearance and odd habits. Again, I love using more fey folklore stuff for my game. Goblins will be aware that the Summer Queen has gone missing after an assassination attempt by giants, and the Raven King has led an army of goblins and dark fey against the Summer Court in the confusion. Goblins make good Rogues and Magicians.
Orcs are big brutes used by the Empire as soldiers until civil war broke out and the Orc King Drudge strangled the Emperor on his throne. Created by dark magic, I'm adding a Celtic element to their origin. A legendary king quested to find the Cauldron of Resurrection from the Underworld but was pursued into the mortal realm by its guardians. After the battle the Cauldron was missing, recovered by agents of the Empire. Unable to use it properly, they warped its purpose and used it to animate captured prisoners into Orc slave-warriors. Supposedly an orc witch is in possession of the Blood Cauldron now, building an army somewhere.