Welcome to WrA!
I moved here from a PVP server, so I get the anxiety. The best thing you can do until you feel ready/comfortable to RP (IMO) is just lurk and watch others.
It helps if you have a roleplay addon (my fav is TRP 2/Total Roleplay 2) because it will allow you to read other characters’ profile sheets.
Also, make sure to check out the RP Lore Directory by Feyawen! Just start with whichever interest you, she has compiled a ton of info here:
https://us.forums.blizzard.com/en/wow/t/compendium-of-roleplay-guides-wip/469154