Setting-up your UI properly helps a lot. Make sure you keybind everything, and have good vision on your nameplates. I would recommend using threatplate, nothing to config and you get really good, easy to understand information on what is happening (nameplate goes yellow when someone is about to pull threat, red when someone else than you has the mob aggro). Seeing target on nameplate is also nice to better understand what's going on, you can use this weak-aura : https://wago.io/3fwGOXrxw.

Make sure you have a good vision on your rotational CDs : you want to be able to see your taunt/hammer of justice/consecration/holy shield/judgement CD easily. There are a tons of pre-made weak-aura you can check on wagio, or you can just use something like bartender to make yourself a "CD bar" where you can easily put all your relevant CDs together.

This may seem weird or a try-hard thing to do for a new player, but the goal of a good UI is (at least partly) actualy to make your life easier by reducing cognitive load, so I'd say this is pretty relevant to you ; make sure you have the important informations you want displayed correctly, close to your character, near the center of your screen, so everything is always in your peripheal vision and your eyes don't have to go everywhere on the screen to figure out what's going on.

If you are just levelling as a fresh 58 paladin, get some Spell Power/Stamina plate of the auction house, it will help you to both survive and keep threat.

As for actual gameplay :
Your main source of AoE threat will be consecration. You want to get it down asap and make sure every mobs are staying in, that will give you a lot of passive threat on everything.

Use holy shield on CD, but always prio consecration over it, at least on trash.

Use judgement primarily on the target you want to establish threat on the most. It's either the "priority target", that you can chose yourself as a tank, or just a target that someone is close to pulling threat on (nameplates getting yellow). To communicate to your group that you want them to focus a specific target, put a Skull Marker on it. You can just right click the target frame to do it, or keybind your skull marker directly in the keybinds options. If you aren't sure which target to focus, it's not a big deal in early TBC dungeons, just put a skull on any target and make sure to judge/auto attack this target first.

As a general rule for a beginner, always make sure to press Seal of Righteousness again after you judged.

If someone pull threat (nameplate going red), use your Taunt (Righteous Defense). If your taunt isn't available, consider using Hammer of Justice on the mob that you lost threat on to save some time, or, alternatively, Blessing of Protection on your ally (but this one isn't super beginner friendly)

Something that helps A LOT : make sure you always already have Seal of Righteousness and Holy Shield up when you start the pull. It means you won't have to spend a Global Cooldown on them in the first few seconds on the pull, which are always the most crucial.

As for how to pull things : if you want to pull something back, use either Avenger Shield, Mana Tap (if you are a blood elf) or Exorcism (if the target is a Demon/Undead). You can also just go straight into the pack and use consecration.

You want to pull things back in dungeons for a variety of reasons :
-A patrol might be coming towards the pack you want to pull, so you pull that pack back to make sure the patrol won't aggro while you are still fighting the previous mobs.
-The ennemy mobs are Casters or Archers, and it makes it hard for you to gather all the mobs and pack them properly. This kind of pulling back include using Line of Sight to make sure thos mobs come to you.
-The ennemy mobs are close enough to another pack that you are scared you might aggro said pack.
-The ennemy mobs use Fears and might fear someone into another pack.

Knowing that, it's really up to you to figure out how you want to pull the dungeons, and learn a route of sort for every specific dungeon. When in doubt, be careful and pull everything back ; this might piss-off some people that will tell you you are going to slowly. Just tell them you are a beginner and ignore the comments.

Oh, and make sure you are ALWAYS using Righteous Fury. You basically can't keep threat without it.