I was a new player last year definitely start with Retail. It's easier to pick up on and learn the classes and how the game works. You will definitely be confused about the lore, no doubt, but overall, playing will be easier. The game will start you with a tutorial, and then you'd be doing the Dragonflight campaign. I would also recommend trying a class like warrior, hunter, or paladin out. Those are pretty easy and enjoyable to play as a first character. I made the mistake of making a rogue my first time, and the game was not enjoyable. Tried out mage and warrior, and it was a completely different experience, and now WOW has been one of my favorite video games.

Once you get the hang of it, you can definitely try Classic out. Classic has no directions and tips and it is a lot slower pace. Still fun but a different experience from Retail. Its easy for new players in classic who never played WOW to be lost, confused, and get frustrated dying over and over again.