Being somewhat of a veteran in the world of Azeroth — having played all classes extensively — I can tell you right now that, in my opinion, paladins are by far the most versatile and enjoyable class to play. Not only are you a welcome addition to any instance group, but you can excel in the arena too!
Before the release of the Burning Crusade expansion, healing was more or less mandatory for any paladin wanting to see end-game content. Luckily, this has all changed and nowadays, paladins can excel as tanks as well, or in some cases even as damage dealers!
Regardless of which path you wish to pursue later on, you need to lay the groundwork first. Step one is of course to decide which side you wish to be on. The available races for the Alliance are Humans, Dwarves and the Draenei. For Horde, the choice is simple since Blood Elves are the only option.
The first few levels, I would advise you to simply focus on completing quests, while placing your talents in the Retribution tree. Items at this level do not really matter much and the journey is fairly straight-forward up until level 33-34, at which you should move your talents to the protection tree, like this build
I’m sure some of you may have been surprised by this suggestion and I do not blame you. I too was sceptical at first, but I quickly changed my mind, once I had given it a try.
Leveling as a protection paladin is somewhat different from what you may be used to. Instead of taking on one enemy at a time, you will face them in groups of three, five or even more! The trick to be able to pull this off is to boost your AoE (Area of Effect) damage as much as possible, while keeping your stamina and intellect high. I would suggest using a 1-handed sword, and a shield enhanced with a Shield Spike.
The skills you will use a lot and should have hotkeys for are: Seal of Light, Retribution Aura, Righteous Fury, Blessing of Sanctuary. Add Holy Shield too, when you get it at level 40.
At level 34, one of the best places to gain experience is in the Murloc camps, found in the north-eastern part of Dustwallow March. They even go fetch new ones for you so be careful and make sure to use this to your advantage!
In the unlikely event of you ever getting bored of hearing “Mrggglhlghgmh”, you can continue over to Arathi Highlands, to kill either orcs at the farm or ogres in the south. In truth, there really are too many good places to list them all but in many areas, such as Badlands, Hillsbrad Foothills and Swamp of Sorrow, you can combine good grinding spots with quests to get excellent payoff for the time invested. Pirates, Ogres and Thistlerubs are all good targets in Tanaris, watch out for getting disarmed though!
At level 50 you can venture to the famous Sorrow Hill in the Western Plaguelands. This is one of my favourite spots, although it can be a bit crowded at times. The plaguelands are very good all the way to 60. Remember to use your anti-undead spells for added damage.
Reaching Outlands, reverting to Retribution is a viable option since there are so many quests to do. Personally, I chose to stay protection all the way to 70, just for the fun of it! If you take the time to get a reputation of Honored with the Sporeggar, you can buy this very desirable shield for only 15 Glowcap mushrooms
This is all for now. I wish you the best of luck in your adventures!