Looking to construct my first EDH deck (previously just used precons)and chose this general due to being a casual fanboy of the tribes.

Kaalia is like queen of casuals :) I run her in my EDH playgroup. My group is competitive and likes the challenge but yours might hate her out so beware

Nev, can I see your decklist?

I ran a Kaalia deck for a couple of years but she gets hated out every game. Unless I could get a winter orb effect down immediately I tended to lose. So make sure you get Winter Orb, Static Orb, Tangle Wire and maybe Hokori Dust Drinker. Also have plenty of lands/ramp because Kaalia will die 5+ times a game.

My second recommendation is for you to grab a Tariel while she's cheap in addition to Kaalia so you can switch into a BWR control shell, swapping out some creatures for more ramp and removal, after you get hated out. Kaalia is still perfectly fine in those decks if you play mono demons/dragons/angels .

Here's my decklist if you are interested, I run Kaalia as well.

http://deckbox.org/sets/337674