Hey there! A good place to start is guides like this:
as for what concepts, it depends on how you RP it. id say for someone new to RP id say avoid anything overly complex or with a lot of heavyweight. for example, as a new RPer, perhaps playing a high ranked member of the Black Harvest that has served on Argus during the war against the legion, might be a bit of a too larger than needed mantle to wear.
Being a Forsaken Warlock trying to find her place in the horde when your own leader as literally spat in your face and told you you are worthless, that would be an easier way to get your feet wet, as it were.
what kind of things have you considered?
Edit: for context, I don’t mean literally, Sylvanas came to you and spat in your face. it would be best to avoid having interactions with lore characters as its a whole can of worms. I’m referring to the 2nd Siege of Orgrimmar cinematic where Sylvanas shows that she never actually cared about anyone but herself