Once you have successfully installed the game, created your account, and logged in, you will need to make two very important decisions:
Both of these are very significant decisions in the long run, however for your very first character you might just choose to make whatever just to find out about the game. Once you know a little more, you might revisit these ideas and choose to make a new character.
On a PvP server, members of opposing factions can attack each other freely. This type of server has much more of the spirit of Warcraft to it, but can also prove to be extremely frustrating to players who just want to experience the game itself without being griefed by other players.
A PvE server, on the other hand, does not allow you to be attacked unless you allow it. A player on a PvE server can "flag" themselves as PvP by either typing /pvp or right clicking on their portrait at the top of the page and selecting "flagged". There is the ability to shut the mode off at will as well, (although it takes 5 minutes to "turn off" in a friendly environment) but you will normally find that other players on PvE servers usually choose not to participate in open PvP as often as players on a PvP server.
If you choose to play on a PvE server, this does not mean you will never participate in PvP. It only means that world PvP is optional. You will still be able to participate in battlegrounds and the Arena.
There is one other category of server, called RP for role-playing. RP means you treat the game as if you are the actual character rather than truly treating WoW as a basic video game. You would communicate with other players heavily, and say appropriate things for your character. You might choose never to do many of the things that most players on non-RP servers would consider the main goal of the game. It is a different, but perfectly acceptable way to play the game. These special servers exist to bring role-players together. There are both RP and RP-PvP servers. See RP for more details.
If you know someone in the game that you wish to join, you might make a character on their server. Otherwise, all of the servers are pretty much the same to you. Note that there are different levels of population on each, meaning some are more populated than others. Depending on how much player interaction you want, you may opt to play on a more crowded server rather than a mostly empty one. ("Recommended" means the server is either new or completely desolate and Blizzard is trying to bring players to that server.)
One major step done, and one to go. You will need to create your actual character now. The two most distinguishing features of your character are your class and your race. You will need to choose a combination of race and class that is the character you want to play as. Read the class and race articles for more descriptions of each class and race.
One important note to make, however, is that not every race can be every class. For example, there are no gnome priests or paladins because gnomes believe in technology rather than a higher spiritual power. Here are the available class/race combinations:
Also note that there are two factions in the World of Warcraft, the Alliance (which includes the Humans, Night Elves, Dwarves, Gnomes and Draenei) and the Horde (which includes the Orcs, Trolls, Undead, Tauren and Blood Elves).
Out of the two, class is a much more important factor in choosing a character than race. Although races do have some slight bonuses, the main differences are appearance and which faction that race is a part of. The first 6 races listed in the table are members of the Horde and the lower 6 are part of the Alliance.
You will need to do three more things before making your character.
Once you have done these 3 things, press "Create Character" and (once you have an acceptable name) your character will be ready and waiting for you, looking back at you on the Character Select Screen. Click on Enter World and away you will go!
If you want to know what to do from here, check out our Beginner's Guide.