
While this is indeed true, unlike traditional high fantasy worlds, running Ravenloft is a much different experience. Ravenloft is a world of gothic horror which when compared to a place like the Forgotten Realms is apples and oranges. Magic is not nearly as prevalent and traditional monsters are something maybe used to scare children as bedtime stories.
Ravenloft certainly is not a heroic world and very often the good guys do not win. I personally do not like using existing characters from a high fantasy world for Ravenloft. When you are surrounded by magic and fantastical beasts on a regular basis a salvo of undead is hardly scary. Part of what makes gothic horror work so well is the complete unknown. That ever present darkness, real or imagined, clouds the senses and leaves us not knowing what to expect next.
The setting needs to be mysterious even to those who were born there. This is what will help create that atmospheric element of fear and dread for your players. My advice is to use characters that are from the Demiplane of Dread for the best effect. Additionally when the players create new characters they will instantly be thinking about the setting. Or the DM should take the time to create characters if playing a one shot adventure and pass them out in advance. This will help tremendously with immersion on game day. Frank the Paladin from the Sword Coast, wielding his Holy Avenger, just does not work right.

“You notice the small doll that was seated on the rocking chair is gone. Behind you the patter of tiny feet on the wooden floor can be heard. Suddenly, the feebly burning candle you hold has its flame snuffed by a cold breeze.”
There is also many things you can do on game day to add a unique feeling to any Ravenloft sessions. For example the lights in the Game Tavern are all on dimmers. Using them when Strahd or some other nasty presence is impending could be a good tip off for the players. I have also in the past played certain elements of a session by candlelight but would recommend doing this sparingly. Especially if playing late at night and people are tired, caveat being you make intravenous caffeine available. I think candlelight would work best with a Tarokka card reading to create that cool fortune teller vibe for the players.
Music and sound effects are also very powerful tools any DM always has available for their game sessions. Gloom and horror can be amplified by the sound of rain, the wind blowing, people crying or the baying of wolves in the distance. In terms of music sound tracks like Dracula Untold or Bram Stoker’s Dracula are just dying (pun intended) to be part of your Ravenloft sessions. All of these options can easily be played using an inexpensive Bluetooth speaker and a smartphone. Again use them sparingly or like most things they will fade into the background of the session and lose their effect.
Often a unified vision of what the players are experiencing is another good tool to use. Something old school modules did well was providing a booklet of handouts. Players love to handle props no matter how insignificant. Take the time to pick out and print some pictures to use during your Ravenloft session. A simple Google Image search should provide plenty of setting art that could be utilized to ensure everyone is on the same page. People are very visual by nature. Take advantage of that sensory power one in a while.
Finally take some time to research what is already available in terms of inspiration. Ravenloft has plenty of previously created material from books and supplements to various blog entries. Here Sly flourish offers some great advice on running the original Ravenloft module. Here I talk about additional motivations of Strahd and here is my session report from our Halloween gathering last October. Also the first issue of my zine, Tales from the Game Tavern, is filled with horror type material.
Still need more inspiration? My advice is read a few ghost stories or classic horror to really get a feeling for the genre. If you were to make an Appendix V (for vampire) what would you add to the list? Below are a few examples to get it started:
Bram Stoker: Dracula
Mary Shelley: Frankenstein
John Polidori: The Vampyre, A Tale
Edgar Allan Poe: The Fall of the House of Usher
Peter Straub: Ghost Story
Stephen King: Salem’s Lot
Good luck… Strahd is waiting for you … What are you afraid of?