WoW Rookie: Playing in a group

You're madly in love with your new character. You've polished off the early zones and boast a couple of handfuls of talent points. Your professions are coming along nicely, and you've been spending a little time poking around on various WoW web sites to learn more about your class and the game. Yet you're still feeling a little insecure around other players. Shouldn't you be running instances with groups by now? How are you supposed to know what to do?