Do I have to complete the campaign quests in each zone to move on to the next one? I’m 55 and I’m still stuck in the first zone.
Yes. You need to complete the whole campaign questlines in full, even after you hit 60.
I suggest only doing the remaining campaign quests.
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Focus on the main campaign, it’ll lead you through every zone, and you have to complete them all before you can pick a Covenant.
Once you do that the first time, you can choose to skip the campaign on alts.
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Wow what a lame way to be introduced to the lands. When will blizz learn that its almost never a good idea to put an MMO on rails.
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It’s only on rails for first character. The rest you can level however u want. Its actully quite a neat litle system and quite welcome change.
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What mmo do you play that isn’t on rails?
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It sucks, but it wouldn’t really make sense to join the Necrolords when what will be their base of operations is completely sealed or the Venthyr when their leader is missing and most of the important characters are hostile toward you.
I really liked it. You can skip it on alts if you like. You get an actual story, not just run and kill 10 sheep over and over, and bam your max level.
Sorry you don’t like it, but you don’t speak for everyone.
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Yes, they are written as one continuous story. I would suggest not doing anymore side quests
edit:
I see people above me saying “you can skip it on alts if you like” I would strongly advise doing a good bit of research on Threads of Fate before you turn it on as you are trapped in ToF forever once you do. Some people like it, some people don’t, no way to know until you’re actually in there 
edit 2: You can tell if a quest is a side quest because all the main story quests use this icon
https://wow.zamimg.com/uploads/blog/images/18776-new-shadowlands-quest-markers-and-map-pins.jpg
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Agreed. I did ToF on my 1st alt and boy I felt that was a mistake. Took me much longer to get to 60 and I ended up dungeon grinding which was a snore choice for sure. Leveled my 3rd alt yesterday from 50-59 yesterday doing the storyline. So much easier and, for me, more enjoyable.
Well the story could be important. Need to be educated.