Stay in your starting area until at least level 10. If you go further, you will die. From level 10 on, move to the next starting zone for your race. For Alliance, it's Loch Modan, Westfall or Darkshore. For the Horde, it's the Barrens and Silverpine Forest. Do your quests. If you find you are running out of quests, or they are becoming too difficult, switch zones. It's easy to pick up a whole bunch of new quests in a different zone, and then come back to complete those that you couldn't do earlier.
Make sure you collect and keep everything that drops. It's a good idea to buy or make (if you are a tailor) 4 bags as soon as possible. It's a lot easier to make some money for your spells when you sell everything. Use linen and wool to skill up your first aid, and sell what you can't use, because it can really help late game to have runecloth bandages, which are a free heal when you run out of mana (or when you need to conserve it).
Don't worry too much about gear at this stage - just wear what you find and what you can get from quest rewards. Buying gear isn't worth it, especially for a priest. Save your money for your spells.
If you choose a gathering proffession, make sure you collect every node you can. It's very annoying entering a new zone with higher level nodes/herbs/skins and not being able to harvest them because you don't have the required level. It's worthwhile to just level the skill early, and sell to the vendor anything you can't use or sell to other players.
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