Well, interesting things can work. We had a half-demon gnome, we had the long-lost daughter of Duke Zverenhoff, we had a well-respected professor of Gnomeregan who had lost his memory, we have a pally who used to be high-ranking Defias. And there's been neat concepts running around -- Slade, or I saw a Draenei RPing as under a curse and slowly transforming into a succubus (if I'm remembering right, and I can't speak to how well she actually played it). Canon's flexible. It's never said that the Duke has always been a bachelor, or that Eric Thelwater would never parole a Stockades inmate to the care of Northshire Abbey. There's gaps and grey areas that can be played in.
But, the hypothetical bastard half-vampire etc etc players tend to present two problems, from my experience.
One, "LOOK AT ME LOOK AT ME, I'M THE BHVWWSofJ&DM!! I HAVE STRINGS TO PULL AND DEUS EX MACHINAs TO USE TO SOLVE and/or BE ALL YOUR PROBLEMS BECAUSE I'M THE BHVWWSofJ&DM!!" Really, if you *were* the BHVWWSofJ&DM, do you have any idea how many factions/fringe groups/ideologies would want to see you dead? (and do you have any idea how irritating it is to have a deep and long-running story suddenly brought to an abrupt halt with "let me call my mom, okay your problem is solved"?) Aforementioned interesting-ideas-that-worked all revealed it slowly, kept it on the down-low but hinted at it -- which was easier because they didn't have problem number two:
Two, "I'm the BHVWWSofJ&DM and you just have to believe that, even though you have no reason to and it not only breaks canon, it twists it and rends it into tiny shreds." If you can write a story -- a reasonably-canon, not-full-of-plotholes and preferably literate story about how that happened, providing adequate explanation for your character being 20-something despite Mograine and Jaina being probably 30 and 40, respectively (and how *that* relationship/drunken incident ever happened), and how you became worgen and what exactly a half-vampire is and why it has wings -- you can play the BHVWWSofJ&DM, and more power to you. Otherwise, you're going to say to my character "Hello, I'm the BHVWWSofJ&DM" and my character will smile and nod and file you away as completely bonkers.
So, TL;DR, it's cool to have fun and bend canon and be creative, but people playing the BHVWWSofJ&DM or whatever tend to be not only irritating for their flagrant abuse of canon and common sense, but also attention-demanding godmoders.
That's why we ask about your character *and* about you. :)