Well, as a Forsaken character, being Third War Veteran is pretty much mandatory.
In life, my undead rogue was a spy in service of King Terenas. She got killed during the fighting and was then raised as an undead.

When she regained her free will, she realized that everything she once held dear was gone and all that she had left were her skills as a spy.
So she discarded her old name and past and took on her former alias as her new name. She then swore vengeance upon Arthas and vowed not to rest until nothing was left in the world that would remind of his existence.

After Arthas was slain, she proceeded to help the Argents with the clean up of the Plaguelands, which she's been doing to this day.

And yes, she fully realizes that her goal will inevitably bring her into conflict with the Forsaken and ultimately end with her own true death.