A thief like character would probably fit the plot a lot better.

Granted, that thief would probably have to be either dwarf, human or gnome as you wouldn't really find any Night Elves in the human underworld, which is where this roleplay is heavily involved.

I think it would be a lot easier to integrate you into this story if you played something other than a Night Elf :P
I personally tend to create and play a lot of different characters, depending on time, place and situation. Variety is the spice of life, some might say.