Don’t let your PCs be Gandalf. Don’t make your PCs into Gandalf. Don’t let their Gandalfs be Gandalfs.
There, I’ve thoroughly confused you but perhaps launched a new buzz-phrase in the tabletop roleplaying space. “Why Gandalf; what’s the beef?” I hear you ask. Well let me tell you about Gandalf, and you can see how long it takes me to bring you anywhere near the D&D atmosphere.
The dark lord has nine. But we have one, mightier than they: the white rider. He has passed through the fire and abyss, and they shall fear him. We will go where he leads.
Gandalf is a Maiar in the world of Arda. He is essentially an angel sent to Middle-earth by the Valar, the all-powerful creators of the world. He and 4 others descend into Middle-earth, in the guise of old men, to help the Children of Ilúvatar (AKA Men and Elves) and to prevent the Dark Powers from rising and taking over the land, which was definitely not part of the plan/Ainulindalë. Two of these ‘wizards’, as they are known by denizens of Middle-earth, bugger off from the get-go and are never heard of again. Saruman, well, you know what happens to him. Radagast the Brown does what he can but that’s not much once it gets to 16:20 and so Gandalf is left to do the job himself.

Gandalf thinking about how this has anything to do with D&D
Gandalf has power beyond any living creature in Middle-earth, apart from Sauron (someone of equal celestial rank to the wizards) and perhaps the Balrogs (the most powerful surviving servants of Morgoth, Sauron’s Valar to his Maiar). He is either celebrated as a hero, saviour and symbol of hope, or he is a meddling, bothersome, Machiavellian warmonger.
Does his position now start to sound a little…Dungeons and Dragon-y?
Running Curse of Strahd, as I am right now and have been doing for 9 months, I get the sense that my players definitely are detached from the people of Barovia in the same way Gandalf is from those of Middle-earth. He may care and like some of them a great deal, and he does want to defeat the Evil and return the status quo, but he isn’t one of them. He has not suffered as they have, or felt as helpless. He is extremely kind and loves all the Children of Ilúvatar (Men and Elves (and technically Hobbits)), but his power is thus that he is impossible to relate to, and unable to relate to them. Whether he succeeds or not in his grand role, he will leave Middle-earth and never return. Just like the PCs in Barovia.

And he doesn’t even learn Fireball
And that’s ultimately a shame. I’m not sure why Curse of Strahd specifically wants the players to be from outside of Barovia, and only guests of the dark plane. I know why it makes sense to the game: players can have a life before and after the adventure which is important to folks in the Adventure League, and it gives the players this Gandalf-esque aloofness and power that is synonymous with traditional roleplay characters. The misery and lack of hope many Barovians feel is not echoed within the players at all – they’re probably there for a week, tops. It would’ve been interesting to let the players grow up in the shadow of Castle Ravenloft, to understand and empathise with the people of the land, and for the fight against Strahd to be very personal.
In other words, let the players be Aragorn and Frodo, AKA the main characters, rather than the deus ex machina. It’s really difficult to create a bond between the PCs and the world and it’s NPCs when all contact is fleeting and squeezed in between mandatory combat encounters. There’s no reason to defeat Strahd other than “it’s their job as adventurers” or “he taunted them a bunch of times and they’re pissed off”. There’s always been an NPC or two in the party for most of the campaign and they’re mostly forgotten about until the combat starts and they’re in the initiative order. And I’m sure that’s how Gandalf thinks of the rest of the fellowship.

The Gates of Barovia, where the deus ex machina enters
What I’m getting at, is that if the players were part of the world, that would draw them in from Session 0. You’re not a travelling bard who happened to get trapped in Barovia with some other people, you’re one of the many people who want to get rid of Strahd, who suddenly meets like-minded people and has a ‘call to adventure’. This is where Gandalf figure comes in. Rictavio or Ezmerelda (the fabled vampire hunters roaming about) or whoever recruits you and sends you on a mission, and before you know it you’re wrapped up in this massive adventure to save the land. Otherwise you get this aloofness that is fine if you’re dungeon-delving, but not for getting emotionally invested in the story and the campaign. Rictavio or Ezmerelda are just kind of…there. They’re powerful beings in their own right – the Elrond and Legolas, if you will – but Gandalf is better, and can do this with or without them, and doesn’t really need their help.
So in conclusion, don’t let your PCs be Gandalf. Tie them into the world from the get-go. Don’t let them be the powerful characters who arrive, save the day, and leave, making enemies and allies on the way but it’s okay now because the good guys are on top again and the sun is shining. Maybe if they were born in Barovia, maybe they’d think Strahd was the good guy after all, who knows? I don’t think a good campaign is made up of the players arriving, saving those, defeating that, job’s a good-un, now off on my nice white boat into the sunset.
Don’t let your PCs be Gandalf. And I do hope that becomes one of the oft-repeated tips in roleplaying circles going forward.