I have Alpha. I normally play Horde so I might not be the best to answer this. I started with Tiragarde Sound, but right now there are a lot of bugs and it just didnt seem very interesting to me. Did the whole of Freehold and I get what they were trying to do but it just didn't excite me.
I decided to just start riding round randomly looking at the country side and ended up in Drustvar and found a quest with a little girl in a village.
This quest was the first fully voice acted quest I've seen on the Alpha and the quest itself was great fun, I think I'll go back and find the start quest for Drustvar and just do that. It's more finished. Perhaps Tiragarde Sound with cutscenes and voiced people might be better but can't be sure.
I haven't done any Horde stuff. Resisting the urge so I won't be spoiled