How do you roleplay this?
It kind of varies from character to character, as it can range from someone who coldly delves into the Void as a magic no different from Arcane to one who draws their power from worship of the Void and the gods beyond it. It can also depend on how lost in the sauce you really are, with some users having the discipline to remain detached while others just spiral down into madness.
For one thing, I like to imagine insanity to be a point at which you hear much fewer whispers than you should, or possibly none at all. Instead, the whispers become indistinguishable from your own thoughts as you go deeper and deeper into it. Depending on how lucid or mad you are, you could be anywhere from hearing whispers to having intrusive thoughts to just thinking only what you’re told to think. This is somewhat a canonical principle, that whispers become indistinguishable if you get too lost in it.
Naturally, we can assume a general stigma towards the Void, considering the most common attitudes we canonically see in WoW outside of those who practice it. As a result, one could keep their ability secret, mask it as something it’s not or play it subtle. That, or just surround themselves with people who embrace it - the Blood Elves of Silvermoon will not welcome it, but the priests of Netherlight might be a bit more accommodating.
As for what a Shadow Priest can do, I’m kind of not the best person to cover it but I personally like to play it up primarily as psychic damage. Less liable to kill conventionally, but more drive the victim mad or shatter their mind and leave them broken. Of course, we also see plenty of times when Void can kill conventionally too, so maybe others might have an idea of how that goes?
So how do I play a Shadow Priest?
Well, my Shadow Priest draws her power from sort of a Faustian bargain with N’Zoth. She’s a cultist; that’s the source of her connection to the Void, and it gives her psychic ability such as reading minds and seeing the infinite possibilities presented by the Void, with the capacity to inflict psychic damage. She’s probably deep enough in the madness that the ritual mutilations and sacrifices she commits in devotion to N’Zoth are the whispers telling her, yet completely deluded into being perceived as her own wishes.
This is, obviously, an absolute secret she keeps and tells no one. To keep it secret but still use her power, she presents herself as a local psychic instead, a seer of sorts that just reads your mind and tells the future like it’s just a little parlor trick.
[furiously scribbles down notes while nodding] Tell no one, yep, gotcha.
Depends on the crowd. You wouldn’t want to show it off in Silvermoon where that stuff can earn you an exile of some persuasion. However, in Netherlight it’s accepted as a valid craft to work with, even if does get some flippant dismissal at times from the Light-inclined.
People big on traditional values, reverence of natural things, and conventional worship would definitely side-eye the use of shadow and void and necessitate concealing it. If you’re with people who don’t fuss as much over Void, then there’s not as big a need for secrecy, unless you’re actually evil. It’s all a matter of who the Shadow Priest is palling with.
Wow, thanks you guys!!!
One more—
What way would you go about it as a worgen? Would it be the same?
I would think so! I RP my shadow priestess as a dark sorceress. I did RP a void elf before they became a thing on WRA!! Though got some crticism for that! I like to RP how I see them!! 
Step 1. be a Shadow Priest, step 2. grab Xal’atath the dagger artifact weapon to authentically RP crazy Void whispers, step 3. profit… err… madness!!
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Probably the same with the added consideration that Worgen seem to have a little resistance to stuff like curses, if you trust racial abilities to be representative of the lore.
The Worgen Curse interacts more with druidism than it does shadow, so it probably wouldn’t come with a particular direct benefit or detriment. Unless you play potential whispers as maybe feeding into the Worgen’s primal rage? Could always mess with that.