Undying has a strong early game. Use your Q (try to hit both enemy heroes) and build up strength stacks, after a few early Qs you may be able to easily surprise the enemy with how strong you are.

For some reason, at least when I play him, the entire enemy team always focuses me, it may be because Undying turns into a giant ogre that looks like an easy target, a better taunt than Axe has. Blade Mail is a must, throw down an early Tombstone, keep Q'ing, and don't forget a good Soul Rip can save a teammate or yourself and turn the tide of battle easily.

Undying is a hero that can easily transition into a carry role depending on how things go and how good your laning buddy is.