Start by reading the FAQ's at the top of this page. Look at other resources like Shadowpriest.com and wowwiki for some lore and class information.
Shadow is the easiest leveling build. By that I mean it's the fastest, but it is in no way the only one. If you're going to be playing with friends a lot, a holy build is very viable and possibly more useful than a shadow one. If you wanted to be different you could go the discipline road.
Ultimately, it's up to you. Try a shadow build and a holy build and see which one you like better. Just remember, your build isn't going to make a huge difference at such a low level like 15. It really doesn't start coming into it's own till 20-25.
So shadow talents:
Lvl 10-14: 5/5 Spirit Tap
15-16: 2/2 Improved Shadow Word Death
17-19: 3/5 Shadow Focus
20: Mind Flay
21-24: 4/5 Improved Mind Blast
25-26: 2/2 Shadow Reach
27-29: 3/5 Shadow Weaving (for now, will go up to 5/5 later)
Something Like that is a good start. You can totally tweak it and switch some talents around. But those are the most useful at a lower level. Make sure to build it around getting Shadow Form at 40.
And remember, respecs will happen. They are a good thing. They let you try out which builds you like and which ones work for you. They do get expensive though, so try not to do it too much.