Do you have to be Caldari to contribute? :S
Since none of us are Caldari OOC, I don't think so. You should be intimately familiar with the style of Caldari spirituality, culture, and the way Caldari legends and myths are set up though.
A good starting point would be to consider the style of Aesop's Fables, but lean towards the interaction between man and nature - rather than nature and nature. In Cold Wind, man is depicted as a force of chaos, and the spirits of nature are portrayed as forces of order. This is the key aspect of Caldari fables, I think, in that instead of focusing on good or evil, they focus on order versus chaos. They focus on appealing to the good of the collective and of "careful thought, careful action". The Caldari fables tend to teach a lesson to those listening.
It is also important to note that a fable doesn't always make sense. Logical fallacies and artistic liberty for the purpose of teaching a specific lesson are common in these sorts of stories. The story warns against ambition because 'bad things happen' to those who are ambitious, which isn't true at all. Bad things happen to stupid people, not ambitious people.... but that isn't the lesson the story is trying to teach, so that isn't how the story is told.
Fables are often little more than scare tactics designed to warn children of the dangers of the real world, wrapped in the veneer of a fanciful tale with talking trees and bunnies and trolls and giants. Take a look at the Grimm Brothers' original works. It's some pretty dark shit, but it had a lesson in there. Red Riding Hood was a warning about rapists. It wasn't a warning that actual wolves are going to dress in your grandmother's clothing.
Anyways, I'm rambling. Short answer, no you can certainly give it a go. Just try and stick to the theme and formatting, so it can easily mesh with other fables both PF and player made.