Pick your main char and possibly even the role.
Personally i like questing as tank, raiding and pvp in damage.
Ignore the professions, just focus getting you at least one maxed character to start the end game content and that is either raiding\mythic dungeons or pvp, the simplest way is to focus on the LOREMASTER achievement, and that includes all normal quests that are yellow, not the blue ones.
You can solo old dungeons when you are on the current max, skip them for now, until you know how the game works. You can even solo most raids, except the latest ones, to get those mog sets and mounts.
Check guides what your character stats should be, it is not a big thing to start collecting proper gear.
When you reach Shadowlands, you again start with the LOREMASTER, and get that covenant set to begin with from completing campaing questchain, then i suggest you collect pvp honor gearset, since raiding and dungeon gears can be looted on weekly basis. Not much point to go farm heroic dungeons, if you already have better sets. You can mix honor and covenant gearset to get the best stats. If you need mainly crit then you pick gears that have crit.
Yes, you should see the dungeons in heroic mode at least once, before hitting mythics, also should go see raid finder bosses before you go to higher tiers.
Plenty videos out there on every boss, you just need to type into google.
When you move into normal mode raids and mythic dungeons, you should start looking into addons. Good guild should tell you the needed ones.
Always better to ask then cause a wipe on simple mechanic.