Need some feedback
it might even make her shy or seem cowardly since she wants to avoid another "episode."
Come up with a history of what they did for a living I'd say, and then say they hopped a boat to Darnassus and go from there. Maybe being with elves was too much of a culture shock and they went to Stormwind? Or maybe they were opposed to the kingdom led by Terenas and struck it out on their own? Multitude of options for you, just ripe for the picking. My only suggestion is research, but that's true for any character.
As for character traits, I'm afraid you're on your own for that one, though I'd be happy to offer ideas. That's generally whatever your preference is. :P
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