WoW newbie looking for advice

[Taelas]

There is content you won't be able to see if you do not get the expansion immediately -- namely the two starting areas for the Burning Crusade races, as well as the races themselves: Blood elves for Horde, Draenei for Alliance. This is not a major issue, though. Still, I would suggest getting both.

Warlocks are great soloers, so that's a good choice if you like the playstyle. I'm afraid pets are mostly unreliable as a warlock, though. You can also only have one at a time.

-The imp is the first and most basic minion a warlock gets. It casts fireballs and can go into phase-mode where it cannot be attacked (though in order to attack, it will have to stop phasing). It also provides a very valuable stamina buff.
-The voidwalker is the second minion which you get at level 10. It's the tank, the minion that's supposed to take all the hits -- but it's not good at it.
-The succubus is the third minion, acquired at level 20 (though an annoying questline, I must say). It's provides damage dealing and crowd control in the form of seduce. Unfortunately it has almost no health and no armor and it dies very easily.
-The felhunter is the fourth minion, acquired at level 30. It is your primary pet versus other spell casters, as it can interrupt their spells and dispel their buffs.
-The infernal and the doomguard are mostly the same: pure damage pets with no true special abilities. You also eventually lose control of them and have to cast Enslave Demons to keep them. I am not sure when you get them, but I believe you get the infernal at level 50 and the doomguard at level 60. I do not think anyone uses these pets anymore.
-The crown jewel of minions, the felguard: Only available through the top talent in the Demonology tree, the felguard is the single best pet you can get. It is available at level 50 if you put every talent point towards getting it. The felguard, while not possessing the stamina buff of imps or the crowd control of succubi, deals the most damage of all your pets and can actually serve as a tank, making it the most reliable pet you can have.

The demonology tree enhances your pets and their abilities, and is the strongest soloing tree. The affliction tree gives you damage-over-time spells (DoTs) and enhances abilities that work over time. The destruction tree is the "nuking" tree, the strongest damage tree that warlocks have. Affliction and destruction warlocks generally only use their pets for buffs. Find out which works best for you, but keep in mind that each tree has its own playstyle.

PvE and PvP servers are only different in one aspect: On a PvP server, in areas that are marked as "contested", everyone becomes flagged for PvP. On areas that are marked as the territory of a faction, the opposite faction becomes flagged.

Battlegrounds are like instances: Special zones that only holds up to a limited number of players at a time. These zones are purely for PvP-play, and all have different objectives that you must accomplish in order to "win" the battleground. There are currently four: Alterac Valley, 40v40, "AV"; Arathi Basin, 15v15, "AB"; Eye of the Storm, 15v15, "EotS"; Warsong Gulch, 10v10, "WSG".

I'm afraid as a European player, I can't tell you much of which servers to choose, but I believe there is a sizable population of Lurker Lounge players on Horde side of the Terenas-US server, which at least can be a consideration.

Something you should be aware of... Hm. Well, the end-game splits into two: PvP and PvE, with occasional overlap. PvP-end-game is all about arenas -- almost like small battlegrounds but with teams and special "arena points" which you can use to purchase gear. PvE-end-game is all about raiding -- raids are large-scale instances, 10-man and 25-man. These usually take a considerable amount of time to complete, and they are only reset on a timer specific to the instance (usually once every week; I believe it's Tuesday in the US). Both styles of end-game naturally have requirements on gear and skill, depending on how competitive you are.