This is complicated because the relationship of quests to stories to overall lore has changed over the 20 years of World of Warcraft.
In all expansions, the story model goes something like:
- There is a zone, which is pretty self-sufficient. Good people live there, as well as Bad Guys. Quests lead you to meet the people, get to know them, help them out, and beat the Bad Guys. Often, a story will lead you from thelocal village Bad Guys to the Zone Bad Guys.
- Often associaled with a zone, there is a dungeon. The Dungeon is made for 5 people to clear, and consists of Bigger Bad Guys than you met in the zone. Most dungeons are associated with zones, and can be the culmination of the zone story.
- Raids are made for 10-30 people to beat, and they are where the Biggest Big Bads live. Raids typically represent the overarching story of an exapnsion rather than the local story of a zone.
In all expansions, some quests are “story”, introducing you to people, leadingyou to discoveries, getting Bad Guys out of the way, and some quests are “levelling”, where you are told to kill 10 marauding Bears and bring back their livers for food or medicine. The levelling quests are there to direct you towards things to kill fo XP, and give yo an extra reward for killing things.
I’m going to divide the game into three phases, based on approach to storytelling.
Vanilla, The Burning Crusade, Wrath of the Lich King, Cataclysm
In these expansions, the majority of story is told in quests at the zones, but as we get to the later expansions, an overarching larger expansion story is also being told, beyond the story that you are intended to get as you level to max in each of the expansions.
This larger expansion story is told in raids, after the zone quests have introduced usto the contexts.
You can move freely around the zones. You can start a series of quests in this village, and then just move on, in the middle of that series, to another village, or another zone, whenever you feel like it.
Mists of Pandaria, Warlords of Draenor, Battle for Azeroth
In Mists, we first see the idea of one unbroken story that leads us through the zones, instead of/as well as having each zone contain its own stories. Anduin, the Prince of Stormwind, is lost in Pandaria, and both sides are chasing him. That little brat thinks he knows better than anyone, and leads everybody on a chase until he finds the Celestials, who allow us to stay (BIG mistake there! - we screw things up cosmically).
Anyway, in these expansions, the zone stories tie into the overall expansion story more strongly, and especially the expansion provides new sets of quests for characters after they have levelled that specifically tell stories of the whole expasnion Biggest Bad Guys, directly leading tothe Raids.
Shadowlands, Dragonflight, The War Within
In Shadowlands, Blizzard introduced the mandatory, linear quest narrative. You HAVE to do exactly the list of quests they specify, in exactly the oder they specify them. You have NO freedom to choose where you quest.
This is one of the two worst decisions about story they have ever made, AFAIAC, and totally bvtrays the promise of the game that it is an open world in which you can make your own adventure… For me, this forced structure takes most of the value out of the story element of the game.
But alongside the mandatory tightrope you have to walk, zones do also have traditional smaller zone stories and kill quests.
OK, so there’s the overall picture. I know it’s a lot, but it helps you understand the context.
Now, to your question.
You have two possible plans.
If you want to level this Warlock,
I think you should do is visit Chromie, outside the Orgrimmar Embassy, and ask her to send you to the Dragon Isles (Dragonflight). There you should strictly follow the Campaign Quests, those with a brown shield around them, with any side-quests you feel like, until you hit level 70.
You can choose any expansion that you want. I suggest Dragonflight because it is the most efficient and streamlined for levelling, but if story is your thing, Northrend/Wrath or Legion/Broken Isles both have strong claims in their own ways.
If you want to explore the zone stories of Vanilla
You should ignore all quests from Orgrimmar. Go back to Tirisfal, Silverpine, Hillsbrad. Quel’thalas - any of those zones near where you started - and do everythingyou can until you hit level 30. Soon after, you will outlevel Vanilla zones, which stop at level 30, and become too powerful for them to be fun.
Then you should make a second character - an “alt” - of a different race and different class, and raise it to 30 as well, just in different zones.
By making many alts, you can explore andlearn all about the Vanilla zones.