Read the tooltips for your spells, don’t be afraid to experiment with the talent trees, and don’t be afraid to try a bit of everything. If you explain that your new in group content (like dungeons), other players will (usually) be pretty understanding. Also, you might want to read a class guide or two before diving into tanking or healing.

Try everything that comes your way and don’t be in too much of a rush to max level. Visit as many zones as you can, do side quests as well as main quest lines, try pvp battlegrounds, try out professions, pet battles etc. If you’re not sure what to do any given day, open up the adventure guide or browse achievements for ideas.

What class are you playing?

If you feel curious about something try it out. I played about 5 classes before I hit max level back when I started.

Crafting professions takes some time to get skill in and you can't keep up with them while leveling.

If you queue up in the dungeon finder avoid queuing as tank to begin with. You'll be expected to know the way as tank.

Pvp in random BGs is very hard for some classes at certain levels. Ranged generally have an easier time staying safe in a group fight.

Game changes at max level when you have geared up. Casters, especially the ones that use damage over time effects feel a lot different when things don't die immediately.