re: Ok, so I finally got WoW....

As someone already mentioned, join a guild right away. There should be plenty maxed out at lvl 25 by now and these give you amazing boosts to xp, faction, etc.

If you want to level quickly and don't care about lore/story line, start doing dungeons (lvl 15) and battlegrounds (lvl 10?) as soon as possible. Queuing for a dungeon as a tank (Paladin, Warrior, or Druid with the proper talent tree) will get you in almost instantly. Healer is good too. DPS there will be a bit of a wait.

If not, don't do dungeons that much as they will throw you forward pretty quick and make you miss a good number of story lines.

Do a little research on professions and pick two that complement each other (Mining and Blacksmith, Herbalism and Alchemy, Skinning and Leatherworking, for instance).

Visit wowhead.com for tips on quests and other things.

It's a fun game and tells a great story if you take the time. Good luck.