@RHCP- I see no problem with that character. In fact, I quite like him, so go for it. xD
@Xlugon Pyro- Yes, if you wish you may become a half-breed of a race as well. That is allowed. The technology that of a traditional medieval world. If there are any more significant advancement than that, they would belong to the most advanced nations, though we won't be seeing much of that. However, there is also magic in this world, though as you notice through your reading of the histories of the nations (if you choose to do so) it is quite forbidden and even persecuted. Also, if you want to learn more about Snowshire and Drakin, feel free to read through the Vanaheim history, as that is that nation is the most connected to them.
In terms of religions, the Great Raikiri and I have made it so that this world is quite spectacular, and there is much possibility for divine existence, to the extent that anyone of these religions could exist. However, it is also possible that none of them exist. This will become more apparent as the RP progresses. So it is possible for these gods to exist. And yes, a character may have multiple religions if you so choose, but as long as the mix makes sense, as in, two religions that preach opposite things might not work (although I don't think we have anything like that, so you're fine).
@Lilizuki- If I understand your question correctly, we'd like to find some sort of middle path between the two, where the Rpers stick with the general story we outlined, but where they can also make up much of their own as well. This is, after all, an original world, and much can be thought of by the RPer.