Let me explain, there are different servers that you can play in, doesn't matter which one you play in its just to keep your characters in. This stops huge lag happening and makes the game smaller which is better.
Anyway the first thing you should choose is the faction you want to be in; the Horde or Alliance. Doesn't matter which one you pick as long as it suits you. Then you can choose your race, class and then begin the game.
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