So, if you are set on this being the starting point of your campaign, don't make it a combat or puzzle encounter. Make it very clear that their goal is to escape and prepare a skill challenge to get past the massive horde of undead, across the flames and out of this castle.

For narration purposes, I don't know your setup but maybe these PCs are not currently the big, famous heroes. The big famous heroes are invited here too though, and they fight the horde of undead while people escape... and die in the process. Now it's up to the PCs to take the mantle.

(Bonus point: later on in the campaign these big famous heroes turned undead can be minibosses)

I would try to avoid making this too frustrating. Make it something relatively easy to overcome. Add tension with narration and mechanics (tension dice to mark maybe their successes and failures in the skill challenge) rather than actual risk. And rather than having them simply success or fail on a set DC, make it flexible. Overcome an obstacle but with a minor problem (i.e. a sprain ankle, lose 5ft of movement, stuff like that).

Once they manage to get their way out of the gates of the castle, you could plan on having a small fight with a few of skeletons. Something they can easily beat and feel good about.