They’re both great choices, but I’ll do my best to explain the pros and cons of each, and make sure you know what you’re getting yourself into.
Warrior is, as any can tell you, a royal pain to level. You will wipe, a lot. And you are very gear dependent. This isn’t a terrible thing necessarily mind you, but be ready for some difficulty (just never level in prot).
Warrior however eventually grows into perhaps the most capable class, being the definitive choice for raid tanking and is also a top tier damage dealer as well. So you have two roles to choose from, both which warrior does very well. You’ll be decent at pvp (but not incredible), and by the end a well rounded player. Basically it’ll suck at first but put in the time and you’ll have a superbly capable and very fun class.
Rogue is quite a bit different. Leveling will be quite easy as a rogue. You’ll have stealth to cheese your way through a lot of quest mechanics, or just to avoid unnecessary fights. The energy system on rogues was very refined in Classic and works pretty seamlessly. You’ll have minimal downtime and they will be fun to play. Lastly, they’re a top tier damage dealer both throughout leveling and the endgame. Now for downsides.
Be prepared for a LOT of competition for loot in dungeons and raids. Rogues are very popular, and on top of that you’ll have to compete with fury warriors and hunters for weapons, as well as with Druid’s for leather drops. Another con is that they’re a one trick pony. Instead of being able to fill two roles like a warrior, you just have 3 different flavors of the same trick. 3 damage specs, one geared towards PVP. Pvp is a huge benefit of being a rogue btw, and you’d do yourself a disservice if you don’t do it at least a bit as a rogue.
You can’t go wrong either way, just pick whatever sounds more appealing to you. I’m personally planning on rolling warrior first. I enjoy min/maxing while leveling, using every resource at my disposal (food, bandages, pots, professions) to overcome the challenges before me.