Author's Note: Hopefully I get the chance to come back to this, because at this moment I plan to write this down in order to have the skeleton ready for adding of pictures and such. I am aware that many guides doubtless exist for this topic; but I feel I'd like to write a guide I wish I had when I started WoW for the first time years ago. There are some aspects, which as I write I hope I can make prevalent, that I don't think are emphasized enough. Thank you for your time.

The World of Warcraft! Started six years ago now as Blizzard Entertainment's first foray into Massively Multiplayer games, its explosive growth cannot be understated. Now you wish to plunge headfirst in for yourself? With the Cataclysm expansion having been released, now is the best time- having played it myself and having leveled when it didn't exist for several characters, the experience has vastly improved. However, there is still a great deal going on in this game, and in this guide I hope to get your WoW experience off to a great start!

Your first character

It can be pretty overwhelming, starting the game for the first time, Deathwing's ugly mug roaring at you as you log in, and then being blitzed with the realm list, which you likely don't understand. To be brief, presuming you don't know anyone else who plays, allow the game to choose a server for you. It generally recommends a fairly low-population server as near to you as it can, which will allow you to play with relative peace for your starting levels. Now, do try and look for the timezone your realm is in; much later down the road, trying to get large groups of people on at once might be harder for you, if you're on a different time setting than everyone else. A difference of an hour won't cause too much trouble in all likelihood, but this is something you want to bear in mind. Now, if you have friends already in the game, be sure to know what realm they play on! Blizzard has added many improvements for talking with friends who are on other factions or even realms, but to play with them directly, you must be on the same realm.
The final closing difference is that of the pve realm versus the pvp realm. If you're totally new to MMO games, I highly suggest selecting a pve realm. On pve realms, despite the storyline of the two factions being at war, players can't attack each other unless they select an option to do so, which is by default off. On pvp realms, the rules on this are much looser. If you're in doubt, I urge you to go pve; but if you would like the extra challenge, go for pvp, but bear in mind you may have a harder time leveling.
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Having passed that mess, you're now on to the character select list, which is for the moment bare. Now, the fun starts! There's a button for making your character at the bottom of what will become a list; clicking on it gives you a randomly generated character, which you can rearrange to your liking. There's a lot of writing Blizzard has put into the screen now, but here's my personal breakdown:
-Race
Don't worry too much about it! If you want to play with friends, make sure you have the same faction as they do- but races in WoW are very cosmetic more than anything. Pick whichever you like the most!
-Class
Now this one is a bit more important. Blizzard has some great summaries of each class, and I'll give you my own rundown, but to break off for a moment, I have to explain the potential roles of each class- tank, healer, and dps.

--Tank
A tank is a character that is designed to take damage. Despite how this might sound, tanking is a challenging role, and generally tied with the image of a leader, since the tank ideally goes into the fray first. A tank's focus is to keep all the monsters attacking him as much as he/she can. Classes that can tank, and their talent trees (more on that later) are: Warriors (Protection), Paladins (Protection), and Druids (Feral). Death Knights can also tank, but as a beginner you can't make one of those just yet. Tanking is a fun job by and large, and generally in demand by many groups. Give it a shot if you like the idea!

--Healer
Healers are pretty straightforward- your job is to keep everybody alive, and not die yourself, of course. In today's 'endgame' content, healing has been made very challenging, and so like the tank a healer is a very in-demand role. The key to healing, which you may want to get used to, is not running out of mana, every healer's resource system. You can't heal with no mana! And at the current max level, this is very challenging. The idea you have to get used to is to not 'overheal', that is heal a target that doesn't need it, as much as you can. As you do dungeons early on (More on that later, again) this won't be too big of a deal, but keep it in mind. Classes and talent trees that can heal are: Priests (Holy OR Discipline), Paladins (Holy), Druids (Restoration), and Shamans (Restoration). All these classes heal in slightly different ways, but it's always satisfying to know you were the one that kept everyone alive. Give healing a try if you like the sound of it!

--DPS
DPS stands for 'damage per second', which may sound kind of scary. But that term, which becomes a figure later on that you can measure yourself by, really means that your focus is to deal as much damage as you can to your opponent, as fast as you can. A lot of classes can do this role, and so they're not as in-demand as the other two- but you need more DPS than you tanks or healers in any given group, so it balances out. All the classes handle differently in how they do damage- some even have more than one talent set that they can do damage with!- so if this sounds like the role for you, look at each one a little bit before you settle down on one. Really, in my opinion, look to the class that you like the feel of the most right off the bat, and give DPSing with it a shot to see if you like the way it plays. Classes that can DPS are: Rogues (any talents), Paladins (Retribution), Priests (Shadow), Hunters (any talents), Shamans (Elemental OR Enhancement), Mages (any talents), Warlocks (any talents), Warriors (Fury OR Arms) and Druids (Feral OR Balance- but some talents in Feral are geared for tanking, watch for them!). We'll get in to the classes more in a moment- but if you like the sound of being the one that really has to bring the big boss down, give DPSing a try!
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Now, back to classes. Here's a quick rundown of each:
Druid-Druids are very interesting characters. As you level them up, they gain access to 'forms'. Using different forms, they can turn into different animals of nature, which also makes how they play change. Feral Druids are either stealthy tigers that use 'energy', a fast-regenerating resource, or fierce bears that use 'rage', a resource that is generated by hitting an enemy or being hit yourself! They can also take on the form of a moonkin if they are Balance, a owl-like creature that uses 'mana', a resource that is limited by how much you have when you start a fight, and which regenerates very slowly over time. They can also, after being in this specialization in their talents for a long time, turn into an elemental treant to improve their healing for a short time, if they are Restoration. The druid has a great many different specializations: In fact, it can take on every role in the game! But I recommend, if you like the idea of being very big into nature and shapeshifting, that you take on the Druid, focus on one aspect, and do your best. As for the best talent choice, it's really up to you- all of the talent trees play very differently from one another. Choose the one that you like the sound of the most and go for it!
Hunter-Hunters are purely damage-dealers, and are very unique- they are the only class that can do so with Physical damage, but at range. Hunters have been made somewhat dubiously famous because they have a large number of tools at their disposal, and a lot of hunters fail to use them all effectively. However, the Hunter is one of the few classes that can use a pet, and the only that can name it whatever they want (Limited by violating the Terms of Service). Hunters can also 'tame' any Beast-type monster to become their pet given time to do so, and, as before, have many tricks and literally traps to keep their enemies at bay. If you like the sound of this, the Hunter is for you! My recommendation, since all talents are effectively equal for a Hunter, is to give Beast Mastery a try. While leveling, you will rely much on your pet more often than not to keep you enemies away from you- because the Hunter cannot shoot at point-blank range. Beast Mastery makes your pet a better fighter, which makes it easier to do this.
Mage-Mages are also purely damage-dealers, and use the forces of magic and the arcane to do it from a range. Though unlike hunters they can do so while an enemy is right next to them, Mages can't stand up to much damage being done to them directly, and so, like the Hunter, have a lot of tricks to stop their opponent from even getting to them. The Mage generally works alone, though if they use the Frost tree they receive a pet Water Elemental creature, which will help them deal damage and cast with the Mage as commanded. However, unlike the Hunter, your pet can't stand up to a very high amount of damage, either- so be careful. But, as my personal recommendation, is that if you like the mystique of being a master spellcaster and the idea of the Warlock (below) doesn't appeal to you, go Mage! When leveling, try the Frost talent tree- it has very powerful slowing and even full-on stopping abilities that you can hit enemies with, which stops them from ever reaching you to start with.
Paladin-The Paladin is a sword-and-shield using fighter for righteousness and the 'Light', the general religion within WoW. Using the power and blessing of the Light, they can take damage for their allies, heal their comrades, or take up the sword and fight for justice themselves. Paladins are a very versatile class, like the druid, and can do a lot of different things. Much like the druid, there isn't much to be said but to give them a try if you like the sound of them, and pick your talent tree based on the role you'd think you'd like the most! At the moment, as far as leveling up goes, Protection, the Paladin tanking tree, is actually very strong. Protection Paladins are very difficult to kill, and can deal a good amount of damage in their own right.
Priest-Priests can deal damage, but two of their talent trees are all about healing. Like Paladins, they rely on the Light to heal- but Priests can also use the Shadow, inverse to the Light, to deal damage and place diseases on their enemies. If you like the sound of being a healer who works for good, or one who toes the line between light and dark, go for a priest! For leveling, I recommend Shadow, if you don't plan on healing dungeon groups. Shadow is very good at dealing damage at a range, much like a Mage, or as we will see, a Warlock.
Rogue-When you first see a rogue (well first of all, it might be your last time) you might think that they're going to be like the 'assassin' archetype. While this is accurate for most rogues, the image that Blizzard prefers is that of a swashbuckler. Rogues can specialize into being very stealthy, and very assassinlike, but they can also be very up front about attacking, as they are able to use an extremely wide range of weapons. Rogues are the first of our classes so far that can only deal damage, but are also limited to close combat. They use purely one-handed weapons, and start the game knowing how to dual-wield. They also emphasize the ability to 'stealth', making them harder to see to enemies. The role of a rogue is purely damage-dealing, in all three specializations. If you like the idea of the swashbuckling brigand, or the thought of a stealthy assassin, rogue is the class for you!
Shaman-A Shaman is one who is very attuned to nature, like Druids, but with a higher emphasis on the four elements. What makes shamans immediately very special is their use of totems, which they can place up to four of on the ground, and each of which gives a specific enhancement or impediment to enemies or allies within range. Shamans deal damage with two of their talent trees (the mace-swinging Enhancement or the element-bending Elemental Shamans), and the third is for healing, Restoration. If you like the thought of healing, dealing strong blows, or casting lightning by the power of Azeroth's elements, try a Shaman!
Warrior-Warriors are perhaps the most no-nonsense class in World of Warcraft. Wearing heavy armor and using even heavier weapons, a Warrior has very few fancy tricks up their sleeve- not to say they have fewer abilities, but the warrior is all about brute force and brutality in general. Two of the Warrior's talent trees, Fury and Arms, are for melee damage-dealing, and the last, Protection, is for tanking. Warriors abide by a 'rage' system- when being hit and hitting something, they generate some amount of rage, which is the power used to fuel their special attacks. If you like the thought of the berserker, the barbarian, or the plate-clad bastion of defense, definitely give Warrior a go.
Warlock-Last but by no means least, the Warlock is like a dark Mage. Warlocks use dark arts rather than the arcane energies used by Mages, and as such are defined from them by things like having numerous constant demon companion pets that will fight alongside them, a 'soul shard' system where they can shatter soul fragments gathered while not in combat to empower their spells, and a high emphasis on damage-over-time curses. The Warlock is, like a Mage, entirely ranged damage dealing: each of their three trees makes more prominent an aspect of the Warlock (Affliction for damage-over-time effects, Destruction for their hard-hitting fire spells, and Demonology for their demonic pets). If you like the sound of a darker class of character that attacks with the forces of darkness, try playing a Warlock!
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Now that you've chosen a class and race, changed their appearance and named them to your liking, you can finally enter the World of Warcraft! Thanks to the Cataclysm, leveling up is much more easy to begin and accessible to new players like you. I highly recommend that most new players level up completely by doing quests, which you will receive as you go along in the form of non-player characters with yellow exclamation points over their heads. Talking to them will give you the opportunity to take a quest from them, and each quest will award experience, usually some money and sometimes better armor and weapons!
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However, another option you have that becomes available later on as you level is to run dungeons, large areas that require the help of a group to clear. Now, don't be nervous! Though you will likely get people in your group who are very experienced, simply telling them that you are new and may need a bit of help is generally reacted to with an upbeat attitude, at least in lower level dungeons. If you start running dungeons early, you will have a great opportunity to learn how to work together with a group, which is the core emphasis at the 'end' of the game, after reaching Warcraft's level cap.

The biggest piece of advice I can give you, new player, is to stay open to people. When I first began, I was deathly afraid to run dungeons, for fear of making mistakes and causing the group to fail. I urge you, though, to not fall victim to this. Everyone makes mistakes, and if you're learning, even if you do mess up, it's all going towards being better at the game. Also don't be afraid to simply ignore people who make the game less enjoyable for you- bottom line, it's all about having fun. I heartily encourage, as well, that upon first entering a major city that you immediately leave the 'trade' chat, which has ruined the experience to more than a few people I know. Trade chat is a chat channel that is accessible to anyone in any major city, and so is usually very full of people, and also usually very full of spam and arguing. By typing '/leave trade', you will exit it- if you ever want to rejoin it, '/join trade' should work to reverse it.
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Now, though, we've reached the point where I can't help everyone- after all, with all the races available and each having their own starting zone, covering them all would make this guide very long indeed. However, I can give a few more pointers.
Professions-Anybody can learn Cooking, First Aid, Fishing, Archaeology, and Riding. Those are referred to as 'secondary skills'. Your professions, however, are limited. One character can only know two professions, and there are quite a few. To give a quick rundown, in every 'starter' town, such as Brill for Undead characters or Goldshire for Humans, there will be an character with the subtitle 'Profession Trainer'.

This character can train you in any profession, and will give you a very good rundown for each profession, and what goes well with it. To recap it all here would be somewhat redundant, but be sure to pick up your professions at level 5, as soon as you can, so you can stay on top of them and level them up as you level up! Doing so for most professions will give you a nice extra boost of higher-quality armor and items, or things you can sell. For a personal opinion, I highly recommend against picking up Enchanting if it's your first character- Enchanting, while very useful, can be very expensive to level up. Try other professions in tandem, such as Mining and Blacksmithing.
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And my last bit of advice is simple: once you're at max level and looking to start doing harder stuff, you can never learn enough about your class! Read, read, read! Being very good at this game can be very complicated for some classes; when you think you're ready to learn, for virtually every class, I trust Elitist Jerks to give me good, hard numbers and facts about what I need to know to be the best I can be. However, save this tip for later: don't go trying to learn everything right off the bat, you'll exhaust yourself.

But now, I think, you're more than prepared to give it a go! I hope this guide has helped you along, and will serve you well as you go. Good luck, and remember, always have fun in your adventures through Azeroth!