All the information you could need is provided to you through in-game tutorials.
Brand new level one players start in a zone corresponding with their chosen race (in Classic) or Exile's Reach (in retail). Fortunately, World of Warcraft is so intuitive and accessible these days that you don't really need a guide on how to level up or what to do next. All the information you could need is provided to you through in-game tutorials. All you really need to do is set out and talk to people with yellow exclamation points above their heads to pick up quests that'll grant you experience points and help you explore the world.