As a budding adventurer of the Horde, you'll enter the World of Warcraft in one of three areas: The Den in The Valley of Trials (Orcs and Trolls), Deathknell (Undead) and Red Cloud Mesa (Tauren). A quick glance at the map below will show you that the Horde are about as spread out as the Alliance in terms of starting areas, with one key difference: the Horde starting zones are much easier to travel between. Getting from Red Cloud Mesa  to Orgrimmar  is a fairly safe jog, and the Undercity  is just a brief Zeppelin ride away from the Orcs' headquarters.
It's not too tough for Horde characters to hook up with each other, and most Horde characters will want to travel to Kalimdor by level 20 anyway due to the bounty of quests found in the Barrens [the zone surrounding 4].
The same basic rules for quest-grouping apply for the Horde that work for the Alliance - keep yourself confined to a particular area until you've finished all the quests that you can, then branch out from there. The starting areas offer enough quests that you can easily level up to 10 in the space of an afternoon if you're diligent or experienced enough.
Once you hit level 10, however, you'll want to start journeying a little farther from home. For Undead adventurers, Silverpine Forest  is an ideal spot for boosting yourself up to level 20 as a number of quests in and around this area give opportunities for excellent "two birds with one stone" quest-grouping. For Tauren, Orcs and Trolls, nothing beats the enormous Barrens  for non-stop questing action. In fact, it's not such a bad idea for Undead players to venture over to Kalimdor as it is home to two early instance dungeons (see the Early Alliance tab for a complete description of instance dungeons).
Both Ragefire Chasm and Wailing Caverns are conveniently located in central Kalimdor. Ragefire Chasm in particular is easy to get to because it is actually located smack in the middle of the major Orc headquarters of Orgrimmar . You'll want to be getting close to 20 (beyond is better) in order to tackle these instances and you will definitely need a full group of five players. Wailing Caverns is just south of the Crossroads , so after you've boosted up to your early 20's, you have no reason to avoid it or the amazing bounty of treasure within its murky depths. Hitting these instances frequently can result in the acquisition of awesome weapons and armor, and the quests associated with these instances also serve up both hefty amounts of experience points and essential gear. Just don't try it alone... at least, not until you're approaching level 40 (but let's not get ahead of ourselves).
To say the Horde have it easy is an understatement as the Barrens  serves as a perfect incubator to get you up to level 20 in no time at all. It may be drab and somewhat boring, but there's tons to do and the experience points flow like water over Niagara Falls.