Oh yes, even before you're level 1, you're level 0, sitting at the character creation screen and trying to decide on hair colors. I mean, what other decision is there? Oh... those other decisions. Let's go over them then.
As a Hordie, you only have one option: Blood Elf. Might I suggest rolling a male Belf, even if you're a female IRL? There's nothing quite like frosted tips. Although I should mention that female Belves aren't that bad. Just get your face/hair/earring situation figured out, and start rolling through Eversong.
Go Human if you want: Mace and Sword Specializations, handy for freeing up some itemization on gear.
Go Dwarf if you want: a slightly better Mace Specialization.
Go Draenei if you want: a 1% Hit-increasing aura, and a -10% self-respect aura (not real, sadly).
I'll leave it up to you to make the decision; I will say, though, that the Draenei starting areas are more intuitively designed than the human and dwarf ones, and will probably net you a decently larger amount of xp in a shorter amount of time.
So you got a main on the server (Horde or Alliance? Doesn't matter anymore!) and you got some Emblems / Shards burning a hole in your pocket? I personally recommend getting the Polished chest and shoulders, as the Stockade shoulders are slightly worse. However, if you feel you need the resilience for whatever reason, both shoulders have the 10% XP bonus, which stacks with the chest, so go for it.
Also, the Dread Pirate Ring is pretty hot, if you've won the Kalu'ak Fishing Derby, that is.
If you really have a lot of extra badges, get a Swift Hand of Justice or two. Again, if you need some PvP-related gear, buy an Inherited Insignia from Wintergrasp.
And last but not least, grab up the Bloodied Arcanite Reaper or Reforged Truesilver Champion for a weapon, and throw Crusader on it. When it procs during the first few levels, you will decimate all in your path! After level 60, you can throw Strength on it, since Crusader's effectiveness will be quite low at that point.
For the love of the Light, if you can send some 16, 18, or 20 slotters over from a main, do it! Running out of bagspace sucks.
Welcome to the world of melee-swinging. I'm serious, you have no other DPS moves. Sure, you got Devotion Aura and Holy Light, as well as Seal of Righteousness, but once you throw your seal up, you can just go AFK and make a sandwich while patiently waiting for your character to kill the mob.
Here's your bread-and-butter spell: Judgement. Right now, you'll get Judgement of Light, which heals you each time you attack the affected target. This is what you'll mainly be using as you level, so get used to it.
Blessing of Might is also introduced here, so throw that up on yourself and keep it up. And let's not forget about our half-bubble, Divine Protection. Use it if you get into a jam, but watch the cooldown on it.
If you plan on any extended amount of PvE adventures when you hit 80, I'd suggest downloading, installing, and getting used to PallyPower as soon as you can. I had mine already loaded when I made my character, which I'd recommend. That way, you can get accustomed to controlling your seals, auras, and blessings through that interface, which is sorta mandatory for most raids.
Another nifty perk: you don't have to waste space on your action bar for seals or blessings if you use PallyPower. Well, unless you want to bless people not in your party... or you want to switch seals in combat... but other than that it's pretty sweet!
Here we get Hammer of Justice, a useful stun and interrupt ability on a 1 minute cooldown. Keybind it.
Another really useful ability, Purify, becomes available as well. I have mine keybound to Mouse Scroll Down to make dispelling things easy. You'll eventually replace Purify with Cleanse, but for now this will have to do.
On the cooldown side of things, we also get Hand of Protection, or BoP, and Lay on Hands. Both of these abilities will give the targeted player a debuff called Forbearance, which prevents them being able to use BoPs, LoHs, Divine Protection, or Divine Shield within the next 2 minutes. It also puts restrictions on your wings, but we'll cover that later when we train it.
The next installment will feature levels 11-20 and how to start speccing into Retribution, the paladin tree everyone loves!