A Magicpunk World of Gothic Horror
Innistrad is pretty damned different from your typical fantasy setting. There are no elves, no dwarves, no little people save for humans who have a congenital condition. There also aren't myriad planes from which angels and demons hail.
Well. There are, but you don't really interact with other planes on Innistrad. Innistrad is a plane in a multiverse. Demons, devils, angels and elementals all appear on Innistrad, but they don't come from other worlds. It is better to see such creatures as composed of pure mana.
Innistrad is also a strangely monotheistic(ish) fantasy world. There is evidence that there were once standard fantasy pantheons on Innistrad, but they've since been supplanted by the worship of the archangel Avacyn, who maintains the balance between humans and the creatures of the night that would destroy them.
Innistrad is a relatively small plane, apparently just a single continent divided into four provinces—Gavony, Kessig, Stensia and Nephalia—with some gothic-ly appropriate giant dark forests, the Ulvenwald and Somberwald most notably, and foreboding mountain peaks.
Because of these differences, there are a few rules changes to fit the setting. Some have been baked into the characters and aren't something you need to worry too much about (like Turn Undead. It doesn't really fit the setting as the default Cleric power, so instead clerics and paladins get Divine Mana, and basically can choose a free Divine feat. Turn Undead becomes a Divine feat. Paladins of Avacyn have some other changes to their features, and so on), but others are things that are much more noticeable, like changes to knowledge categories.
Gothic Horror in Dominia
Because Innistrad is a setting from Magic the Gathering, it's subject to some basic brand conceits of Magic the Gathering, one of which is that gunpowder and firearms don't exist. So while Innistrad broadly resembles gothic horror set in the 17th century, there are no firearms, in their place are ubiquitous crossbows. If you wonder why the investigator doesn't have a flintlock, and the paladin isn't a musketeer, that's the reason. And it works fine.
I think I'm the one of the group who is most into Magic to know the ins and outs of the plot of the Innistrad settings, but I should address this. In the first Innistrad block, Avacyn is sealed in the Helvault, the giant silver monolith that she uses to seal away those creatures that cannot be killed. She's released in the last set of that block when the Helvault is destroyed. In between that and the second Innistrad block, a planeswalker from another plane, Nahiri, is setting up her revenge against the main planeswalker of Innistrad, the vampire Sorin Markov, who did not come to her aid when her world was threatened.
The second block pretty much centers around Nahiri drawing the "Lovecraftian" monsters, the Eldrazi, to Innistrad to destroy it to get her revenge. The presence of the Eldrazi Emrakul is driving the inhabitants of Innistrad insane, including the angels who go all Knight Templar. The Avacynian church turns inquisitorial as part of this. I wasn't a fan of this attempt at cosmic horror (for a variety of reasons) so this game is taking place closer to the first Innistrad block, but I'm primarily familiar with the second, so it's sort of nebulous. It doesn't matter much, I just wanted to head-off any "hey, wait a minute" remarks.
If I were making a whole magic campaign setting, I'd integrate colored mana into the rules more. This is a one shot, I'm not worrying about that. But there are two characters for each of the five colors of magic, and there are a few options that are color dependent. Each option is available to two colors, and takes the place of the character's Medium Magical Item. These are not items in a traditional sense, and cannot be removed (at least, not without killing the character). Each character includes their mana colour in their tags, and in their description. and the general color scheme of the art tends to be a clue, too.
White and Blue characters have the option of being Geistbound
Blue and Black characters have the option of having a Zombieheart
Black and Red characters have the option of being Vampires
Red and Green characters have the option of being Werewolves