I mean characters you never expected can die to die in the pre launch event when the Scourge goes on a bloody rampage across Azeroth. Even the most important characters like Jaina, Anduin, Dragon Aspects, Baine, Malfurion, Thrall and many other characters. Now before you say killing off all those important characters would be extremely bad for the story. You're right but only if they stay dead forever. We are going to bring them back to the living from the Shadowlands later.
The Shadowlands was never meant to be open, it's the afterlife so you can be sure we'll end up closing the portal to it at the end of the expansion. But for the time being, it's the perfect chance to have lots of characters killed and then be bought back and this is probably the only expansion for this chance.
Now why would this be a good idea. Because we'll get to see all the hidden guilt, dirty secrets, and other hidden struggles each of these character have when they're in the Shadowlands which is basically hell/afterlife etc. And we the heroes will help them with each of their personal problems, problems that they will never ever reveal in life. Characters who people thought were noble, pure, and flawless might actually be perverts, sick in the head, or violent deep inside.
Example Baine might have murdered a fellow tauren when he was younger somewhere outside of thunderbluff long ago and hid the body. He regretted it and wants to make up for that act so now he acts extra kind and nice but that guilt is still there and we'll help him overcome it.
Thrall may have been a angry abuser to his wife which might explain why he looked so lonely and sad when Saurfang came to Outland to find him. Why was he living in a broken camp, where was his family, what happened to them? And you'll find out Thrall have something to do with it.
Malfurion secretly controlling Tyrande to love him so it's not out of free will and other dark secrets we'll learn.
Jaina might have cheated when she was with Arthas with another species even like Thrall in the past etc. Something she never wants to reveal to anyone.
Anduin being a drug addict and has ties to Vanessa Vancleef.
Glenn is secretly madly in love with Sylvanas.
Garosh could have secretly went back in time through the cavern of time to do something he never want to remember etc.
Alleria being a assassin as a secret part time job etc.
Many things, many possibilities can be revealed within each of their characters. Their darkest secrets which you'll help them overcome in the Shadowlands.