When I read abour undeads and I think about an starting zone for them, all we think about a cementery, a city in ruins...and we always start at the point we are alredy an undead. As I wrote in other posts I think it could be good to start in an instanced area where our start is guided by some storyline, as we could do in WoW Wotlk with the DKs. I think it could be better to have like two starts, one instanced when you learn about your class, and when you finish it, you are send yo your race starting area and so; but it is true that maybe devs do not like this approach.
Although, I think it would be awesome to have this kind of starting area instanced with an storyline to tell when you learn more about your race the first 5-10 levels of game, and for the case of the undeads why not start as a human and become an undead during this quests? I imagine being a human of a kingdom faced to the humans of the sacred order (maybe this events can be even set on the past, playing with the fact that this area is instanced like in Guild Wars Prophecies) and while you are deffending your kingdom finally in the final quest you die but the great mage/witch Nepherimas cast a forbidden spell to save her people and rise all of the people as undeads. So maybe in your last part of the final quest you are resurrected, now as an undead and you after finishing your quests, you swear to serve Nepherimas, who send you to reconquer the territory of this old human kingdom you belonged and that was under attack by the humans of the sacred order.
I would like also that kind of instanced area with a storyline for the first missions for each class and race, like interactive tutorials, like DKs zone or DH zone, like the Isle of Exile from WoW, I liked those introductions. But I think it means a lot of work for devs, but we can dream can't we?