Only really to expand on Gráinne's comment as regards the 'collecting' and 'roster development' sections - which are, as said 'distinct' although they are intrinsically linked - I would like to point you in the direction of the in-game Achievements > Battle Pets > Collect tab. There are a series of achievements called Raiding With Leashes, pretty much all of which can be completed via the auction house - if you have the gold/inclination - or by completing old raids.
After choosing a race, class and customizing the look of your character, you will spawn in your race's starting zone, usually within a small settlement. Typically, these beginning areas are designed to get you to around level 10 before you leave and move on to the next zone. Right away, you will notice that some NPCs have a yellow exclamation mark () over their head. These symbols will also display on the mini map in the top-right corner of the screen if you are close to them. Talking with these NPCs will allow you to read and accept a quest they have for you. The objectives and status of this quest can be checked at any time by opening the quest log (L). Once you have completed the objectives for said quest, you can return to the NPC (or possibly a different one) to turn in the quest. The NPC whom you need to turn a quest into will have a yellow question mark () over their head. As you complete quests and your character gains levels, always be on the lookout for new quests being offered by NPCs.
Warrior should be a go-to choice for everyone who wants to get into the end game. Protection Warriors in Classic WoW were considered as one of the best tanks, Fury talent build was a great option for DPS while Arms were dominating PvP environment. However, Warriors’ strength relies on the character’s gear, which means that you might need to put some hours into finding the right items for your class. It is also worth mentioning, that Warrior might be one of the hardest classes to level up in World of Warcraft: Classic but rest assured, if you’ll manage to hit the level cap and find suitable gear, Warrior is one of the strongest classes in the game.