My advice is this. Play on your own, not next to a friend. Pick a race/class who's story you enjoy or which would play the way you want to.
If you don't want to read the lore, at least read this. Then I'd recommend going slow. Read the quest text, and look around the world. My biggest regret was that my first time was a race to 60.
When Catacalysm came out I took the time on my next one. I talked to NPCs, listened to stories, and read quest text. I loved it so much more. If you have a friend, talk to him, or play alongside them, but only if you can still move at your own pace.
I disagree with Reck's advice to create a DPS class as your first. I honestly believe that you can play anything so long as you enjoy it. Healing and tanking at lower levels isn't hard, and with Dual Talent Specialisation (which you'll understand when you come across it at level 30) it's very easy for a DPS class to also heal, or also tank.
My biggest sadness for you is that people are so intent on rushing through content now that you may lose a lot of certain instances. When you can, draw from the stories within it, and if your group rushes too fast that you want more, look it up on WoWwiki.com.
But play the game as you enjoy it, it's built for that.
It's unfortunate that good oral sex excuses bad chemistry. - Korts