Should I play as the random skeleton or as Fane? If you choose Fane, he is actually the best main character because he has unique mechanics and can become incredibly powerful by the end (as long as you don't mess up with an important McGuffin) + the possibility of getting a unique ending. Overall, if you know the entire storyline, he stands out as the most interesting main character.
However, I wouldn't recommend playing as the nameless nobody, because there won't be any bonus experience, story, or meaningful individual content for the hero. Content only exists for the established characters. This is also a significant drawback in Larian games. In both DOS 2 and BG3, all the content is designed for their own characters.
But I have played quite a few similar games. NWN2, Kingmaker, Wrath, BG3, Rogue Trader.