It is always best to start with a simple concept and build off that. Start small and do some scouting in areas.
For Stormwind, the Cathedral district and Lion’s Rest are prime RP spots.
For Orgrimmar, the Valley of Honor is the RP spot.
Get the addon ‘TRP3’ so you can see people’s profiles and just test the waters.
Also, if you have questions, whisper people.
Try to avoid speaking OOC in /s. Whispers are more than fine.
If you are interested in role-playing a death knight, hit up the Ebon Onslaught. Our guild leader is currently working on a guide on how to role-play death knights and you are more than welcome to get some tips if you are around.