Hey!
After 11 years Horde I have never played Alliance until the Beginning of Shadowlands.
I want to make a Alliance character and read the zones stories but are they all different after Cataclysm?
Can I read them in retail without confusion or should I read them in classic first and then in retail because the stories follow eachother?
Yes they were mostly changed in cataclysm.
I’m more or less a Cata Baby, so take this with a pinch of salt, but I wouldn’t say you necessarily need to play the Classic versions in order to understand the Cata versions. Being low level zones, they were designed with new players in mind, so the stories don’t rely on knowing what happened there before the Cataclysm.
That being said, you won’t actually lose anything by playing the Classic versions first. If understanding the story is your end-game then it probably makes the most sense to do Classic then Cata. 
I will say the zone least affected by Cataclysm is Silithus - the pre-BfA phase. However, if you really want to experience the pre-cataclysm story I recommend that you play Classic. It is one hell of a grind both leveling and zone questing, I know, but that is sadly the only way to get the Kalimdor/Eastern Kingdoms pre-Cata Alliance story experience.
The current Cataslysm-story in the zones from vanilla gives you an impression of the dramatics of the Cataclysm and the faction conflict, but you don’t get that much about the back story and the past. So playing Classic will help filling the gaps and give you a fuller picture of the stories presented in the zones, making it a richer experience.
We can all hope that a10.0 Azeroth revamp also makes pre-cata zones available in the same “speak with Zidormi”-fashion as we all know with the zones that currently are available in multiple time phases (Silithus/Darkshore/Arathi Highlands/Blasted Lands).
If it’s on Azeroth, with the exception of Northrend, then aside from the examples mentioned above, they will have changed.
However, in some cases these are not as drastic changes as the Barrens being split, or Stranglethorn, but will just be changes in quest design (Places like Elwynn forest) and then in some cases, some places never changed in Cataclysm, like the Draenei Isles or Quel’thalas (Thanks for the lack of any updates since TBC Blizz!)
Outlands obviously was uneffected, as was Northrend.
-Most- of the rest of Kalimdor and Eastern Kingdoms did see some changes though, even if, as I say, it was just different quests in the same basic zone.
And of course extra zones…
Some weren’t affected, or only in a niche way, eg. Elwynn wasn’t changed apart from Northshire, where you’ll fight Blackrock Orcs instead of the Defias. The thieves more or less remain in place in the other parts of the zone. Deathknell was given updates similarly, instead of emerging from the crypt a val’kyr brings you back to unlife.
All changes so you’ll have to go through classic… Which may take a while depending on the zones you’re looking for
It depends per zone. Teldrassil or Elwyn for example has a lot of quests simillar to the old ones - you still need to take candles from the Kobolds and so on.
Than there are zones like Westfall, Redridge if you havent played the classical version you will miss all those references they make to original content. And story might seems inconsistent (a lot of characters game will assume you know from the past).
Some zones got revamped hard way like Dun Morogh, Loch Modan, Darkshore and Ashenvale. They feel almost nothing like the originals and in case of elven lands focus almost entirely on Cata story (elementals and faction war).
And there is Daskwood. Zone that is all of above at the same time. It’s also one of the worst cata revamps. Specially if you compare it to original wich was one of the best starting/early locations Alliance wise.
If you LIKE Classic and love lore then yes, do Classic first because the Cata stories are essentially a 5 year upgrade from that time. I remember going round doing all of it on my main on release and the stories really tugged on my heart strings in some places (e.g. Darkshore). I then did the Horde side and the Forsaken areas are my all time favourite - it truly made me want to destroy the world for the Forsaken.
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