I have seen a lot of adverts for Cataclysm recently and have always wanted to play WoW. How can I start? Just buy the game from a shop and install? Or what? :/
You could buy the game from a retail store. I would suggest the battle chest. Or you can buy it online. It will take a while to download and patch up, but it is very worth it.
I would honestly buy the battle chest and get some of us from the forums / friends to join you and level up. Comes with 30 free days and its wicked fun to play with others.