Don't worry about it. Just do dungeons and level up.
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The best armour for a Warrior is Plate. You can only wear plate from Level 40 onwards, until then wear Mail.
Right now, the best armor is one that has a ton of agility and critical strike on it. This could change in the next expansion due out in 2010, Cataclysm, as they are redoing what stats benefit what class, and hunters are losing mana as their resource.
Priests due to the fact that they have cloth armor.
Find an armor vendor and press the repair button in the transaction window.
Try running SFK(ShadowFang Keep) they sometimes have a rare boss that drops a good chest item for mail wearers.
Warriors can upgrade from mail to plate armor at level 40.
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Anywhere really. Armor drops from monsters, players can sometimes make shoulder armor, or you can often buy (horrible) armor in even small towns. The auction house has some but you'll want to stay away from that till you get a real feeling for the game.
armor is automatically converted when you do a paid faction change.