It's just getting your version of the game 'up to date'. Once it's done, you can play. It's like when RuneScape updates, but just a bit bigger. Are you in Europe or the US? In the US, people here play a lot on Burning Blade, so if you join that server you can play with some of the folk here. If you're in Europe, I play on Terenas and Shattered Hand (SH is much better). As for class and alliegance, try every account first. Play around and see what you enjoy most to begin with, then carry on with it. If you're wondering what 'side' to join, for your own good, join the Horde. In general, a lot more organised, intelligent and less RuneScape-like spam occurs in Horde than in the Alliance. Put it this way, little Johnny 10 year old picks Night Elf because it looks 1337. Ultimately, pick which appeals to you most.