As a player, it's completely understandable to find Ravenloft somewhat frustrating -- especially if you're not expecting it, and its associated changes.
The setting itself is highly unorthodox: Each "domain" in Ravenloft is controlled entirely by its ruler, who typically sees and knows all. Each domain may, in fact, have different effects on spells.
The idea behind the Ravenloft setting is to create the feeling of fear -- fear which may be somewhat alien to the typical D&D role player, who may have (easily) become accustomed to his spells always working, his might always creating "right," and the "good guys" winning.
If this style of play frustrates you, I recommend discussing that with your DM and attempting to work within the group to discourage the setting as a whole.
That said, you may find the setting fun, challenging and exciting in new ways if you understand this goal and become comfortable with it. Your DM is not just messing with you; chances are good that he is tired of the same-old, same-old, and that the flexibility of the Ravenloft setting provides him the opportunity to challenge you.
As a player, the biggest warnings about Ravenloft (and as a DM, I would absolutely forewarn my players about this) are:
- Magic, enchantments and psychic powers do not always work the way you intend
- The Mists will inherently mess with your minds
- Most likely, nothing is as it seems
- Combat is not always the right answer
- The lord of a domain is always -- always -- considerably more powerful than you can ever hope to be. Do not mess with him/her.
If this isn't for you, then it isn't for you: Like I said above, chat with your DM and explain your concerns. If it turns out that this is up your alley, then dive in with both feet, check your expectations at the door, and have a blast with it!