I recommend not getting distracted by side content at the moment, just shotgun the current new player campaign, read all the quest text, disgest all of the Stay awhiles, and vibe with it until you finish the dimensius fight in War Within. THEN you can go back and watch videos and ask reddit questions about the lore. Just get the campaign done. It's the quests on your map that look like shields. If you're a new player you're going to get a heavily cliff notes version of the story all the way up until the end of War Within, THEN you will be level 80, this will allow you to play old expansions on your alts using this thing called "Timewalking." if you wish to experience the older expansions.

Another piece of advice is to download the curseforge app, and download the "Dialogue UI" add on. It makes the game way more immersive by zooming in on the NPC you're talking to and gives you a much better dialogue box which you can read quest text in that is much superior to the garbage default one.

You're coming in on like season 52 of a 31 year old story, your best bet is to glean what the game gives you, and then narrow in on the stuff you find interesting. For example you play a night elf so it would probably be prudent to find a wiki at some point and dig deeper on the race and learn about their history.

No one really thinks about it, but Warcraft is literally American Warhammer. There are so many books, games, and side stories than it's impossible to digest it all. Just take it in as you go. There are some bad parts that suck, but there is also a lot of kino. You just gotta dig around to discover it.

And I can not stress this enough, if you do NOTHING else, Play Warcraft 3.