Have you ever played WoW before (I know you said 'new', but don't know how new)? This is going to get a little long, so I'm sorry for the reading. Your question seems genuine, so i want to answer as best as I can. I don't know how to TL;DR this:
Leveling from 1 to 60 is a grind. It's a freaking journey. For a beginner with little to no experience, that can possibly be upwards of 200 hours, or more, of gameplay (spitballing). Do you plan to play 600 total hours just to get your 3 characters to 60? And none of those characters, I believe, will be able to mail each other, so you can't twink any of them out or use them as bank alternates.
If you are new to WoW, I would recommend picking a ruleset and living with it for a while. The biggest decision is PvE vs PvP. Ultimately, it's a social game. I would pick the ruleset where you have real life or gaming friends. First and foremost.
If you don't know anyone who is playing WoW, it's important to know what you're getting into on a PvP server. In the game world of Azeroth, there are two factions: Horde and Alliance. There are 3 types of territories: Alliance Controlled, Horde Controlled, and Contested.
All starting or low level zones are controlled territories by one of those factions. For example, the beginning area for Forsaken/Undead is Tirisfall Glades. Because this zone is controlled by the Horde, any Horde player in this zone is impervious to being attacked by Alliance who may happen to wander into this zone for whatever reason. Any Horde player is able to attack an alliance player in this zone, but the moment you attack an alliance character or assist someone else in doing so (like heal them), then you will be "flagged" for PvP for 5 minutes.
This differs from Contested Territories. Usually, around level 20 or so, your questing will force you into the Contested Territories. On a PvP server, both Horde and Alliance are all "flagged" for PvP when in a Contested Territory. What does this mean for you? You may only have 2hrs a night to play the game. Imagine logging in to quest on your level 21 Undead Mage in Hillsbrad Foothills. You spend 3-5 minutes running to an area of that zone where you need to kill 20-30 bears to collect their skin for a quest. You're having a good ol time farming the bears. Then, all of a sudden, you hear a noise like a *crack* and you are stunned and being attacked by a level 25 Gnome rogue. He jumped you while you were at half HP because you were farming, and you basically die before ever leaving the stun-lock.
Now, you have to spirit run the 3-5 minutes back to your corpse to resurrect. Let's say you do that, then you sit down to start eating, so you can regain your HP and get back to farming. You sit down and start eating... *CRACK* the rogue is still there, stunned you again, and kills you again. Rinse and repeat. Now, your 2 hours to play is slowly turning into only 1.5 hrs because you are getting ganked by a higher level character. That will 100% happen to you MANY times on a PvP server. And that's not even the worse thing that could happen.
You could need to do 5 different quests around a certain area, and there is a group of 5 alliance players just camping that area and killing anyone who ventures there. Now, you have to rely on a group of Horde players forming to combat that group of alliance. Or, you just logout and take a break to wait for them to get bored.
In a PvE ruleset, you will not need to worry about any of that.
What do you give up when going PvE? Well, what if you need to collect those bear skins. You're a level 22 Mage and there are a finite number of bears around. Sure, they respawn, but they can take 5 minutes or so to fully respawn. Let's say there's a lvl 20 Gnome warrior also farming those bears. Now he's taking your bears! He's slowing you down and there's nothing you can do about it. If it were a PvP ruleset, you could assert your dominance over that area by killing him.
Also, I will say, there sometimes some huge world PvP battles that start taking place in certain contested areas that can be really fun to engage in. Some of my favorite memories from playing vanilla WoW, back in 2005, were centered around various world PvP situations. Those are memories I would never have had if I had gone PvE.
At this point in time, I'm 39 and just want to enjoy playing WoW in the evening. I don't want to be griefed or spawn camped by POS Alliance goofballs with nothing better to do than make my life miserable. That is the reason I voted PvE with the group I'm looking to raid with.
