You were a hero of your race, but you fell in battle and were raised by Arthas as a Death Knight. You start off atop (yes, on top of) a Necropolis floating on the eastern edge of EPL, called Acherus. You start off clad in greens and with no weapon. Before you stands Arthas.
He tasks you with speaking to Instructor Razuvious, who gives your first Runeblade and teachs you Runeforging, a Death Knight-only skill that lets you enchant your weapons with unique DK enchants in Acherus.
From there, you're sent to Highlord Darion Mograine, who sends you out from Acherus to start sowing havoc in the nearby Scarlet Crusade-run town.
From here you get a few quests from some higher-ups in the organization. Kill crusaders and peasants, recover arrows, infect miners with plague. Also, steal a horse, which starts another cool little quest that gets you your mount. After pillaging the town, you sneak aboard a Scarlet ship and destroy their army with the cannons. From there you report back to Mograine in Acherus. He informs you that Arthas has ordered you back down to the front lines, to move forward with the operation of culling the Crusade.
When you get back down, the town you ransacked earlier is in flames and being ravaged by the Scourge. Congratulations! Quests from here include assassinating the mayor in the next region, killing more innocents, and helping Noth the Plaguebringer construct a plague cauldron in a pumpkin field. Once you build the cauldron, it's there permanently for you, another neat touch.
At this point you've heard whisperings of a "Scarlet Dawn", and your superiors want to find out more. You get to torture crusaders for information, which nets you information about a courier. The chain continues a ways until you intercept the courier, who brings news of an incoming invasion. You allow the invasion to procede as planned, but prepare an ambush for the crusaders. You find out from the courier's commander (disguised as him) that the "Scarlet Dawn" is a vision, spoken to the leader of the Crusade by a voice telling him to head to Northrend (he presumes it to be the Light). He has done so, naming his expedition the Scarlet Onslaught, leaving the Crusade to fall apart at your hands.
A side quest here leads you to execute some Argent Dawn prisoners, leading to the segment in the above screenshot.
Once you finish the courier work, you report back to Acherus again. When you emerge this time, Arthas himself wants to speak to you. He's set up camp outside of the ravaged town (screenshot) and the Crusade invasion force has arrived. It's war. You mount a frost wyrm at his behest and destroy the invading forces (including a neat, but bugged, ability that lets you eat crusaders with your wyrm). When you finish this, he instructs you to meet with Mograine at the mill by Lights Hope Cathedral. The Crusade has been shattered.
You do so, and he informs you the time has come to assault LHC and crush the resistance once and for all. You and any other Death Knights in the area charge in as a force to be reckoned with, and lay waste to the opposition at the Cathedral. At this point, an event starts. Here's how it procedes:
Mograine weakens, unable to continue battle through the intervention of some otherworldly force. Tirion Fordring taunts him, calling him a fool. He reminds Mograine that he "knows what's buried here" and that Arthas has sent us all to our deaths.
A bright light appears, and from it emerges the father of Darion Mograine, Alexandros - or his ghost, at least. He speaks with Darion, who has transformed into an echo of himself from the past. They reenact a conversation from long ago, with Alexandros ending with "Do not forget..."
At this point, Arthas appears. He is not pleased with this turn of events it seems, but it was always his plan to simply send all of these knights (and Mograine) on a suicidal mission against LHC to lure Fordring out of hiding. He casts a spell on him and annihilates all of the remaining Dawn defenders. Mograine is himself again now, and he is angry, feeling betrayed by Arthas. He tosses Fordring his corrupted Ashbringer, and Fordring cleanses it on the spot, and strikes at Arthas.
Arthas is completely taken aback and flees, with a "This isn't the end..." type zinger as he takes off. Tirion announces the union of the Dawn and the Crusade into the Argent Crusade, and Mograine announces the formation of the Knights of the Ebon Blade, both of whom will stand against the Lich King in Northrend. You are given your final piece of DK gear (blue Runeblade) and dumped off at LHC to quest as normal.