Paladin is a good starting class. Lots of your main attacks while leveling will heal you, and you have a lot of recovery spells, defensive spells and the best "oh crap" buttons in the game (lay on hands, and divine shield).
My recomendation would be play the class to at least level 20 and see how you feel about it. Try out a few alts in case you get addicted to casting like a mage, or love having a pet like warlock and hunter. Lv 20 is when you get Seal of Command which adds a ton of damage for leveling.
Personally, i would spend all your talent points in the Retribution tree. It's possible to level as a tank in Protection, or even as Holy. It's many times faster as ret. At level 20, my talents would be placed like this:
http://www.wowhead.com/?talent#sZZVf0z:aZ0
Keep putting points into ret, focusing on stuff that increases damage.
Some other random tips: You only need to carry water, not food as you can heal. Get the slowest, highest dps 2-handed weapon you can find and aim for strength, agility and stamina on your gear (in that order). Exorcism is great for attacking as you close in on an enemy, then Judgement and the mob will be nearly dead. Pick two gathering professions, like skinning and mining to make money, don't worry about finding great gear as you'll outlevel it very quickly anyway. Gold is more important to be able to afford mounts, and the good stuff at lv 80.
Edited, Jul 30th 2009 12:50pm by ArtemisEnteri