Need help with draenei ret. pally?

Okay so I recently finished all the quests in both isles of the beginnr stages and I dont know where to go from there, I know velen told me to go back to the exodar and train and thats just what I di, when I got there there was a ques for me to do that said go to stormwind to speak with some guy, the thing is it was a low lvl quest but I still went...upon arrival in storwind I spoke to him and he said to go to shadowfang keep but I cant cuz my dungeon finder no longer has it in the qeue screen...am I doing the right thing and if so should I go to shadowfang keep directly? North of stormwind...need help!!! Also, since then I have gone up about 8 lvls, now im lvl 30 so its a low lvl quest...im desperate and tiired of playing my draeni mage in dungeons and always dying...i know its a long and tedious proccess but I give, I wanna play my pal again and actually know where im going, plz and thank u.