Oh God, not a human pally.
Firstly - server choice. You’ll find a lot of players ultimately regret their choice to start on a "normal server"or PvE. This is partially because their attention later turns to PvP, but I’d say largely because players seems more mature, PvE seems to be filled with 11 year olds (at times). In relation to this Horde seems to have older players in general.
Secondly - pick a highly populated server, not the fullest of servers, but something that’s fullER. This is because you’ll find a fuller auction house, and more people to play with (eg Boulderfist). The flip side of this is that the “new” servers, or ones where WoW will automatically suggest to you are also full of new players, so you may find less pressure to hurry up and level, and find more people at your pace.
Thirdly - download and install Auctioneer, learn how to use it, but avoid programs like QuestHelper and Carbonite for the time being. Later when you’ve already experienced the game - feel free - until then avoid easymode programs and enjoy the full game. TitanBar and XPerl might be useful but by no means are necessary for a while.
Fourthly - create several characters and play a few classes before you settle into one. You don’t want to arrive at level 80 with a mage and wish you’d leveled a healer or tank… which brings me to my next point.
Five…ly - there are three roles you’re probably familiar with: tank, healer, and DPS (damage per second, or Teh Hurt if you will). Hybrid classes can fulfill more than one of these functions. Hybrids are:
Shaman
Paladin
Druid
Priest
Warrior
Deathknight (unavailable to you at the moment)
I’d recommend a hybrid for the time being, because you can change your “spec” with your play type. THOUGH I wouldn’t recommend a Paladin (partially because it’s a flavor of the month class that everyone seems to play right now, partially because it’s a boring class to play in the beginning). So that means I would highly suggest a Shaman (my fave), Druid, or Priest. Other none hybrid classes I liked were Warlocks, and Warriors - but you’ve gotta decide these things for yourself. Most people don’t end up playing their first class to the bitter end. As luck would have it I started with a human Paladin, aaaand looking back did not enjoy it. The fastest classes to level are Hunters and Warlocks.
Sixth - get both your professions early and keep working on them - herbalism (with alchemy), skinning, and mining are good choices. Don’t bother with crafting professions til later, their benefits now are meager and expensive (and gold is something you haven’t got a lot of, yet). Don’t neglect first aid, cooking, or fishing if you can.
Seven - find some friends and join a guild, WoW is broad and somewhat complex, and best enjoyed with friends!
I’ve played in mad bursts for three years, and am currently traveling. I love the game, but it can be addictive.