Sirfailalot said it best, as I've heard. Ret is the way to lvl till at least 70.
Though I wouldn't know. I lvl'd prot when BC came out. I loved the fact I could live forever and pull so many mobs. It made that kill x of y so cool when you could pull 4 of them and watch them die.... slowly granted, but I was watching movies and popping popcorn while tanking :-) And that was before the days of insta tank q's for dungon runs!
IF you want to lvl prot the first thing I'll say is, everyone is right. Lvling ret is faster, and probally easier. If you are not worried about slicing through the game and want to enjoy prot as it builds up these are the things to think about.
1 Holy Damage is always your top threat gain.
2 Your seals and judges are big in early game. Read, use, switch 'em up.
3 Watch your mana pool. Get lots of drink and use your first aid. Cooking is really helpful too. If you know an Pot dealer, get some. Extra buffs are always a plus.
At 16 you get
Righteous Fury, use it.
At 20 you get
Consecration. Use it, but watch your mana pool as people tend to over-use it.
Your first few talents will actually be going down the ret tree. After lvl 31 you can spec into Prot (as at that point you can get Blessing of Sanctuary). So, on the ret tree, Deflection, Heart of the Crusader, Improved Judgements, and finally Seal of Command. After that you can start dumping into prot and resepc at 31. Still carry a sword and board, it keeps you alive.
Hope this was helpful. Any more questions feel free to ask.