Yay, pallies! Welcome to the world of holy knightness. Or is that knightedness?
Anyway, enjoy being a pally and all our uber skills, auras, blessings and judgements! Not to mention that it sounds like you will get your Warhorse at 30 now! Almost for free, too!
Be sure to visit your trainer at 20, or maybe 22 and do the "Tome" quest chain that leads to Verigan's Fist. The many critters of Azeroth will feel your wrath that day.
And besides, it starts by visiting Daphne Stilwell way out in the east corner of Westfall. Not only is she consistently voted "Eastern Kingdoms Babe of the Year", but her husband steadfastly refuses to come home from Ironforge!
For the Alliance! (ooh, are you horde? Not sure if they get the Fist quest.)