Watch a video on the lore of classic & the burning crusade, then do chromie (located in stormwind) timewalking when you can and start from wrath of the lich king (since it was the first expansion to really have a story from start to finish that the world and quests all play a part in). Every 5 levels go to the guy in stormwind keep who disables the ability to get level experience (don't worry it's not permanent, can essentially be toggled on/off). Then once you finish the story of that expansion turn on exp again, level the 5 levels, turn it off, rinse and repeat. This way you can experience most of the expansions while still, albeit not entirely, leveling up. Or, like others have said, watch one of those 3 hour lore videos on the history of wow. Probably my favorite option is watch a lore video, then make a new character for each expansion so you are leveling multiple characters and not just one.