An NPC marked with a ? over their head (and on the map) indicates a quest that is ready to turn in. Yellow and orange quests can only be completed once per character, but blue quests are “repeatable” quests which can be completed multiple times on the same character.
I usually clear each quest hub before moving on to the next, but that’s personal preference. You can choose whether you want to do all quests for a single hub or not.
WoW is similar, but in a different way. In WoW, zones will scale (within a range) to your current level. The ranges are:
Eastern Kingdoms and Kalimdor zones (except Mount Hyjal, Twilight Highlands, and Uldum) - scale between 1-60.
Outlands and Northrend zones - scale between 60-80
Cataclysm and Pandaria zones (including Mount Hyjal, Twilight Highlands, and Uldum on the Eastern Kingdoms and Kalimdor continents) - scale from 80-90
Draenor zones - scale from 90-100
Legion zones - scale from 100-110
Battle for Azeroth zones - scale from 110-120
The quest chains will lead you from hub to hub and zone to zone within each of these ranges. When you reach a level appropriate to advance to the next expansion-worth of content, there will be a quest that pops up, either upon reaching that level, or the next time you go to Stormwind City.
Upon reaching level 16, you will unlock the dungeon finder. This will appear as a green eyeball on your UI, or can be opened using the default keybind “i”. Through this, you can choose either to queue for a random dungeon, or select a specific dungeon you wish to attempt.