If I do, here are some of my ideas.
Appearance:
Nord (a big part of my characters are nords, I can create the best character appearance with those)
Probably female (I tend to make magic based characters female, more ''barbarian'' kind of characters I tend to make male, and even when this character is a warrior she does make alot of use of magic)
Perhaps scars, black hair, blind or grey eyes, pale skin
Ebony armor (Daedric looks nice, but it is more something for a demon warlord if you ask me, ebony seems right for a more human kind of Death Knight)
Skills:
Conjuration (to summon undead and demons)
Heavy Armor
One-Handed or Two-Handed (I am not very sure about this one yet)
Speech (intimidate)
Enchanting
I will also make use of Lycantrophy
RP:
I think roleplaying a Death Knight that became a hero instead of a villian would make a great story, I need more time to think about that though. Probably going to become Stormcloak.
This is nearly my build and RP. Only, I don't refer to it as a "Death Knight", because I despise WoW, instead, I call it a "Shadow Knight", which is EverQuest's term for the class, or I just call it a "Summoner".
But my character is a Breton, who is both a great warrior as well as skilled in the dark arts of necromancy. I wear heavy armor, and dual wield swords (well actually currently I am dual wielding a sword and the Mace of Molag Bal), with a focus on necromancy magic, as well as Illusion (I feel that fear and frenzy spells fit a necromancer, as well as just fitting the overall RP of my character as well), along with Alteration (shield spells, also, Detect Life fits with the RP of a warrior that manipulates souls) and Restoration (part of tanking). I also utilize Enchanting and Smithing, both for RP purposes.
The class roleplay is a warrior skilled in dark arts, who steals the souls of his enemies, and harvests their energies to fuel his power, as well as imbue his gear with magical properties.
The character roleplay is the son of a wealthy Breton family in High Rock. The father shunned magic in his family after watching a very dear friend of his becoming twisted and corrupted by dark magic. He didn't want the same for his son. However, this only furthered his curiosity into magic, and eventually began to study under another close friend of his father's. It was here that he learned magic that would benefit others, healing magic. This further piqued his curiosity. As he wanted to learn more about magic, this opened up the door for the twisted and corrupted mage that was once close to his father to swoop in. He was kidnapped and held in captivity by this mage, where for years he saw the dark arts being performed. After he finally was able to make his escape, and headed towards Skyrim, he utilized those skills that he had picked up his years in captivity to aid the citizens of Skyrim, as well as fulfill his destiny and fight off the dragons out of Skyrim.