Congratulations on discovering the greatness that is Paladin :)
I have to say that at low levels (anything up to at least 60 really) you are probably going to be best off choosing Retribution as your talent tree. The reasons for this are as follows:
1. Able to solo quest with great efficiency and do most group quests by yourself if you want to.
2. Able to tank pretty much any instance in Ret Spec up to BRD and Maraudon (probably better to do the higher level instances like BRD and Mara with a good 1-hander and shield rather than a big 2-hander, but can still be done in Ret spec.
3. Able to throw in off-heals in any instance if the main healer is having a hard time.
4. Able to do the most damage and have great surviveability in PvP.
5. Able to do some emergency healing in PvP.
If you eventually plan on going Prot Spec, I would stay Ret until level 58-60, and then re-spec to Prot, get some tanking gear (mainly a good 1-hander and shield at that level) and then tank Hellfire Ramparts until you get all of the fights and bosses down to a science. Ramps is a great instance to learn in because it has a variety of melee and caster mobs, bosses with some tricky fights that require you to learn necessary skills, and areas where you have to learn line-of-sight pulling and proper positioning in order to keep everyone alive. If you can master tanking that instance, you will be well prepared to learn virutally any other instance in the game.
Going Protection spec at early levels doens't slow down your questing TOO much, and it is even easier to tank instances in Prot spec than Ret spec, but Prot spec is really not good for PvP at the early levels. It takes a while for the enemy to kill you, but you do very little damage to the enemy. The enemy will either ignore you or gang up and kill you quickly.
The only battleground where I would recommend even going in Prot spec would be AV because of the PvE fights that are included in the BG that are easier with a tank. You can't even go to AV until level 50, and you probably shouldn't go there in Prot spec until level 58.
If you are Ret Spec, you can get the Ice Barbed Spear for winning one AV, so as a Ret, I would bite the bullet and go there as soon as possible (like level 51 maybe) just for the purpose of getting that.
I would recommend that you read the stickies on all 3 Paladin specs just to get more information, and probably even the sticky on Paladins in general if you are fairly new to WoW and WoW Paladins. There is a lot of information in all of those that is valuable and very easy to read (for the most part).
I have so much fun on my Paladins (I have a Ret and a Prot) that I basically never play any other class. I will roll something else in the future for variety, but my first love will always be my Paladins.
Edited, Jan 12th 2009 2:02pm by jeromesimina