I guess you downloaded the game from Battle.net
Im assuming you did manage to log into the game too..but as soon you log in you are asked - at the right center of your screen - wich server type you prefer (PvP, PvE, RP). After you choose from one of these you get directed to a random server of our choosen type.
Now you got a "list" at your right, your characters will be listed there, because you dont have any characters to list you can create a character simply by clicking the "create new character" button at the bottom of the "list" at your right.
Now you can choose wether you want to play Alliance or Horde. Now you can choose from different races - depends on what side you chose - and classes.
Choose the race that fits you most, they all got diffrences both in looks and racials (race specific abilities).
Now choose a class, for beginners "Hunter" is a good class to start with because this class tends to be very independent and easy to level.
Choose a name for you character! You cant use numbers or !$)&!)$&!)$&.
Congratulations! You created your first character.Now just click the "enter world" button at the bottom center of the screen. A loading screen will appear and will lead you to a introduction cinematic wich differs from race to race and fraction to fraction.
PS: If your a troll and i did wrote all of this for nothing, ill kick your ****. -.-