You're free to make your own details regarding a race - perhaps a specific race of Djinn - and it is not required to post it as an official race. As far as I know, that kind of character is perfectly okay! I think Kleine has a few djinn related characters, so it's not unheard of! I believe the only guidelines would be the ones you make for yourself, and any character is okay as long as it does not break the world's canon.