WoW Suggestion Help - What do you focus on with group?

Some friends and I just start playing WoW on a private server. I think th highest lvl out of all of us is maybe 8... ha. But anyways, we've all met up and I just wondering, being completely new to the franchise, what is there to do for quests we can all complete. IS there anything specific about how to go about this. are we supposed to play seperatly first and get to like lvl 20 or something? What is the main point of the game, just play until you get a high level? Is there a main quest that you really focus on? What is the FOCUS! AWWW