Everybody remembers that first time they logged on to WoW. Not knowing what to expect and what would happen next. All you know is that somebody is standing in front of you with a giant yellow exclamation mark over their head. You're not even certain how to talk to them, but you know you have to. It is the first steps, but it is very important first steps.
So when you have a new WoW player, what are some of the things they should know about it going in? Here is a short list of things that I would recommend.
1) Questhelper - I know a lot of people will disagree here, but it is easy to get lost in the beginning. I would recommend getting Questhelper right up front or some equivalent. Even use the in game questing guide. I don't prefer it over Questhelper, but it works. It will help guide them where to go. And they can still read the quest text and get the story that is occurring at each part.
2) Run Instances as Soon as Possible - With the LFG tool, you can start running instances as low as level 13. Instances and raids are part of the fun of the game for me, so I would recommend a player to try it. I would also tell them to only join as DPS until they get a hang of instances. There are enough people running alts that will want to join as tanks and heals. Plus it allows you to learn the mechanics of instances as well.
3) Play Your First Race/Class Up to Level 20 - By level 20, you are starting to get an idea of what your class can do. It is not at its full potential, but you have a general idea. And if you don't like it, it is not like 20 levels is difficult to get back to so you can reroll a new class. I would actually play any character up to level 20 to at least to get a hang of it. I played a priest with a recruit a friend account with a friend of mine and tried to play as holy. I didn't enjoy it and ended up canceling my recruit a friend account. Of course, that goes back to my aversion to healing.
4) Start Professions Early - When you are on your 3rd alt you are working on, it tends to become a little easier to power level professions so it can be avoided. However, with a player that is first starting off, I would tell them to start early with professions. That way, they can use the mats they have along the way. And with tailoring, blacksmithing, and leatherworking, they can actually make usable gear early.
5) Try Different Areas - Even staying in one area for a long time can make it where you start getting more difficult quest than your level. Always try different areas. Just because Westfall quest have become more difficult, it doesn't mean you can't go somewhere else to quest.
6) Try PvPing - The way I look at the game, there are two major sides. One side enjoys the raiding/instancing/questing side of WoW. The other side enjoys the competition of PvP. If you are getting in the late teens and finding the instances and questing aren't doing it for you, try PvP and see if you like just killing other players.
I'm sure there are some other things, including doing your class quest, get to a major city, play around with the AH, etc. but these would be some of my starter recommendations on what to do in WoW. I'm sure there are a lot of others that you could come up with as well. Any other recommendations would be greatly appreciated.