In D&D, the basis of what a Warlock is is that they are spellcasters who have derived their magic from making a pact with a powerful entity (usually a dangerous and often evil one.) While Warlocks are generally considered socially acceptable in the default Forgotten Realms setting, the nature of what you've given up (or promised to do) for your patron is a massive story hook, and the patron itself is potentially an interesting character for your campaign.
Patrons come in very different flavors, and so a Warlock who made a pact with a Great Old One (think Cthulhu) will have a very different feel than one with, say, a Celestial (like, an Angel or some similarly good entity) patron. Now, all classes have subclasses that let you customize things a little, but Warlocks have multiple avenues to customize around.
First, you have your patron at level 1. Then, at level 2, you start to get Eldritch Invocations, which I think are analogous to talents in World of Warcraft, modifying or adding certain abilities. You can then choose a pact boon at level 3, which has a somewhat minor bonus, but one that will likely set you on a very different path than the other options might give you.
And of course, you have spells to choose, though that's not so unique.
Now, there are downsides.
Pact Magic is a totally different feature from other classes' spellcasting ability. That means it doesn't add up if you multiclass, and it also has some tricky limitations.
Basically, you can only, even at max level, have four spell slots at a time. These all upgrade to 5th level, and then you get Mystic Arcanum, which gives you one spell of 6th, 7th, 8th, and 9th level eventually.
But - you get the spell slots back on a short rest rather than a long one, which means that if your party is diligent about resting in between fights, you'll be able to potentially cast eight or twelve or even sixteen 5th level spells a day.
Still, it is a bit limiting.
A Wizard or Sorcerer might feel safe to burn a 1st or 2nd level spell slot on something to deal with an environmental or social issue. With a Warlock, you have to feel very confident that you aren't going to get into a fight before you can take an hour with a sandwich.
Now, Warlocks do have a few things to make that lack of spell slots less painful. Eldritch Blast, which is available only to them, is a really good cantrip. And you can use a lot of Invocations to boost it, by allowing you to add your Charisma modifier (which is your spellcasting ability) to the damage or having it knock enemies back, etc. One of their signature spells, Hex, is also designed to allow you to swap it from target to target with relative ease so that you get a lot of value out of a single spell slot.
And there are some invocations, like the ever-popular Mask of Many Faces, which gives you access to some of that utility magic (in this case Disguise Self) basically as a cantrip. Other invocations either give you powerful spells to use once a day (like the Mystic Arcana) or allow you to use a spell slot to cast it (effectively expanding your spell list.)
So I think the big challenge to them mechanically is rhythm. If your DM really has the whole adventuring day figured out, you can take advantage of short rests to reset your spells and a lot of your abilities (Hex, in fact, at higher levels, will often persist through a rest, meaning you effectively get a free spell that way.) But if you tend to have one big encounter in an in-game day, it might seem insanely unfair that you have so few spell slots.
Lorewise, however, it's just so profoundly cool. The conflicts it can generate, and the flavor that it lends to the story, is to my mind unparalleled. The transactional nature of your relationship with your patron makes it a more personal thing than Clerics or Paladins might have (though I think a DM can play with that too - I saw somewhere someone said Paladins are just Warlocks with good PR.)
And the customizability is really incredible. I've just rolled up a second Warlock character for Adventurer's League, and while my original is a very caster-focused Great Old One madman, this guy is a tough criminal on the road to redemption, whose pact with a Hexblade entity has made him into a kind of magical front-line fighter.
Obviously, if you have a good enough idea, any D&D character can be interesting. But I think there's so much inherent to Warlocks that makes them weirder and cooler than even super magic classes like Wizards or Druids.
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