The Raven Queen is no the "only logical choice" if you want to do an ice-themed paladin. You have other options. That said...
Everything that begins, must also end. And in doing so, allows new things the opportunity to begin, grow, and eventually end as well. A servant of the Raven Queen recognizes the necessary role of this cycle, and their part in it. That does not mean that they do not value life and revel in its joys. Life is a short and beautiful thing that should be enjoyed to its fullest. But when one's time as come, one must also accept that fate as well. A servant of the Raven Queen is someone who is at peace with this natural cycle of life, and endeavors to help others be at peace with their eventual fate as well.
The Raven Queen is the not the goddess of death. Her goal is not to bring death, but rather to protect and aid. She is the goddess of the dead. She guards the souls of the departed, protects them from the curse of undeath, and leads them to their final resting place. Servants of the Raven Queen also aid in this cause by performing funeral rites to ensure safe passage of the soul, and fighting undead cults who seek to perverse both the body and souls of the departed as well the natural order of life and death.
A paladin of the Raven Queen will defend and heal like any other. When she fights, she fights for her values and beliefs with fear of her own death. And when fighting the undead and their masters, she fights with even more vigor because no one deserves the pain and suffering they inflict. When she heals, she heals to save life and ease suffering, just like any other paladin. Perserving life is not a breach of her tenets - she's not artificially extending life beyond their natural durations. However, everyone's time must come eventually, and everyone will experience loss. But if she's saddened by loss, she will not show it - a life fully lived should not be pitied, it should be celebrated and remembered dearly.
As for playing someone who is "thick and stupid", I don't have many suggestions. It would depend on how, exactly, you would want those traits to manifest. And, unfortunately, I've haven't watched Heaven's Lost Property, so I'm not familiar with the source material. But here's one random suggestion. Perhaps your character only
acts like a ditz. Perhaps she experienced a great tragedy that caused her to
lose many people who were dear to her. In accepting the tenets of the Raven Queen, she found some measure of peace in the fact the death was simply the natural end of all things and should be accepted. However, a servant of the Raven Queen is to "
hold no pity for those who suffer and die." So she had to
hide her feelings of loss, and perhaps even her insecurities of being worthy enough to be a servant of the Raven Queen while still burdened with such feelings. But in doing so, she
overcompensates. But at least
you can't say that she doesn't try!
Also, the Shadar-kai race from Dragon #372 is based based on the concept of embracing life to the fullest, and they have a strong connection to the Raven Queen, and most worship her. Even if you don't play that race, you could still adapt their philosophies to your character.
