I'm not really familiar with Shadowfell specifically, but here's some food for thought:
Characters
A good story is always built around good characters. Start by building interesting characters; I like to think of NPCs in terms of what sort of role they fit into, what their goals are, and what their resources are. When you start to flesh out characters, you can start to "think" as that character, and scheme - how can I get from point A, using my resource, to point B, in the mindset of this character?
Examples:
A drow matriarch is a queen, the center of a web of power and intrigue. She seeks to oust her rivals - maybe one particular rival,
of interest. She might have drow warriors, wizards, and lesser nobles
under her influence; she might have various clandestine methods of
information-gathering. She might have a love interest, or someone
whose desires she plays with for her own gain. You might jot down a
list of names for important subordinates, such as a spymaster, or a
watch commander loyal to her.
A disgraced drow, banished from his house, might live in hiding or in
exile. He might be a master of subtletey, a lonely soul clinging to
the fringes, or a violent creature bent on avenging his loss of face.
A magical raven is more than just a bird that talks. Ravens are important mythological figures in many cultures. They may be wise; they may be tricksters, or pranksters; they may be carrion-eaters, and heralds of evil to come. Maybe this particular raven has a history, in Shadowfell, or a prank to play, or an old score to settle. Maybe the raven represents the hand of fate, being in just the right place, at the right time, to keep the hero out of trouble. Be careful of deus ex machina, though.
Who is this Dark One guy, anyway? What does he want out of life? Does he have a small army, or a secret cult following? Or is he a lone wolf, fixated on some personal, wicked end?
Obstacles
Plot emerges when the characters encounter obstacles, and have to find ways to overcome them. Players enjoy a D&D game because they get a sense of triumph from fighting a tough monster; you wouldn't spend every session just handing out imaginary treasure.
Think about how to challenge the hero. What weaknesses of character must the hero overcome, to grow and become a better person? What battles, or what obstacles, will be difficult for him, both in terms of danger and in terms of personality.
Think about what challenges face your NPCs, too. A younger, more ambitious matriarch might try to oust her elder; a hunter might come looking for the outcast. Think about how the NPCs will respond to these challenges, in ways that show their nature as a character.
What about the Dark One? How does he fit in? Does he interfere with the plans of other characters? Maybe some of them will want to help him, and others will want him gone. Maybe a few won't have even heard of him.
Clues
Don't introduce every NPC, and spill their motives straight away, and let the plot unravel. Lay about clues that point indirectly towards the goal, when taken together.
Think about the information that the player needs to know:
Use bits and pieces of information to help the hero find his way:
A regular at the local tavern might've seen suspicious figures, or overheard some conversation.
Some of the matriarch's men might pick up the hero, and bring him in for questioning. Their questions could be elucidating, and he might have to escape, or be turned loose when they decide he doesn't know what they want to know.
The Dark One's magic could require ritual signs, or traces, that could be tracked. Perhaps certain unusual magical components or reagants are required for his nefarious scheme.
Locales
Think about the kind of environment you want to portray. Shadowfell sounds like a nexus of evil in the underdark (if I'm guessing correctly). There could be dark temples, seedy taverns, gothic mansions. High, impenetrable walls, patrolled by dark-armored guards, bearing the crests of noble houses and secret signs of political allegiances. Gardens of underground, bio-luminescent flora. Lots of possibilites. Try to decide on a few main locales that'll be important to the story, and let the rest emerge through play.