In order to be able to start a death knight character, you must have a level 55 or higher character on any server (it has to be on the same World of Warcraft account: having it on the same Battle.net account is not sufficient). When the character is first created, you must do a series of quests. By doing these quests, you will learn how to bend the power of the Death Knight to your own will, and after you have mastered that, you are then capable of going to any other area.