Welcome to World of Warcraft 
Levelling
The best way to level up is currently combining questing while queuing up for dungeons. However as a new player you might want to experience some of the stories in the zones. There tends to be a natural progression with breadcrumb quests leading you into the next zone.
Servers/Realms
All English servers tend to have a mix of people from all over the place, there are obviously some language specific servers like Italian, German etc. Generally speaking Americans play on US servers which is a different region, you can’t play on US servers with an EU account, you’d have to buy the game and sub separately.
I would suggested wherever you go, you choose a busy realm with lots of your faction on it, this ensures there is a thriving AH and lots of guilds/players to interact with. You can get an idea of what servers are busy and what the Alliance/Horde split is on them by visiting sites like Real,m Pop - https://realmpop.com/eu.html. I find this site is also nice to get an indication of how active a server is - https://www.wowrealmpopulation.com/
You may find a guild with your interests by looking on the various realm forums, which can be found by scrolling down here - https://eu.forums.blizzard.com/en/wow/. There is also a specific guild recruitment forum - https://eu.forums.blizzard.com/en/wow/c/recruitment/guild-recruitment.
Characters
You can play how you want to but I would recommend sticking with one. Many new players fall into the trap of creating many characters then not feeling they are really progressing and growing bored. It is far easier to concentrate on one. You may want to play around and find which class you like most. Then commit to it.
You can use class trials to see what some of the classes play like.
Other
There is also a new and returning players section which can be found here, in case that helps 
It includes this blue post (staff post in blue)
Levelling Guides
Whilst I prefer to stumble around in the world and explore there are various guides available should you prefer.
The best feeling in the world (for me) is when everything is new and unknown. Enjoy your journey 