There are two obvious aspects of travel - how to do it in general, and specifically how to get to where you want to go.
First, modes of travel. Traveling by foot is a little bit slow. A few classes get ways to increase their running speed, (shaman ghost wolf, druid travel form, hunter aspect of the cheetah,) but the best-known way to run faster is to use a mount. Unfortunately, this will not be an option for you until level 40, and it is also very expensive unless you are a paladin or a warlock (who get free mounts.)
If you want to travel to an entirely different zone, there is air travel available. (This is not the Horde zeppelin.) The snag is you must have already been somewhere to fly to it. When you arrive at a new town, look for a "gryphon master" or "wind rider", etc., with a green exclamation point above their head. They will open that location for you to fly there, and then for a small fee you can use that person to purchase a flight to any connecting points. Even if you've been to the other location, if it is far away, you might not be able to fly directly there and have to make an in-between stop. Horde and Alliance have different flight types on each continent but they amount to the same thing, whether you are taking a gryphon, a wyvern, a bat, or a hippogryph.
If you want to actually leave the continent, though, you're going to need to use a boat. I use this term lightly because the Horde ride a zeppelin across the ocean, however the Alliance and the neutral goblin factions both use boats. Compared to the flights, boats are nice because they are free. You just step on. However, they are also not personal, and you have to wait on the dock for the (air)ship to arrive. If you miss a trip, you will be waiting about 10 minutes for the next one, as that is the round trip time. A healthy chunk of that is spent waiting for passengers, so really a boat ride is more like 3-4 minutes of actual travel time. There are Alliance boats in Auberdine and Theramore (Kalimdor) that connect to Menethil Harbor in the Eastern Kingdoms. The Horde has zeppelins from Orgrimmar that connect to the undead capital known as the Undercity and Grom'Gol in southern Azeroth. There is also a boat run by goblins that travels from Ratchet in The Barrens to Booty Bay in Stranglethorn Vale.
There are two other ways to travel. Mages can create portals that allow them, or eventually their groupmates as well, to teleport to the major cities of their faction. Warlocks can summon a member of their group from anywhere in the world, but the summoning ritual requires that two other group members be present.
Now for the more pressing question: How does my Night Elf get to the Human lands? Maybe your friend is playing a different race. Maybe you just don't like your starting zone. Either way, this is a common question, and it is most often asked by Night Elves because they are the most cut-off of the races. (Undead are also separated by continent, but the zeppelin for them travels right to Orgrimmar.) So here is a very brief outline of how to get around and from place to place in the earlier zones of the game:
Let's start with Horde because it's simpler. There is a zeppelin for Undead partway between their capital, The Undercity, and Brill. It goes directly to the Orcish city of Orgrimmar. Getting to and from the Tauren lands involves a little more running. The MAJOR second zone for the Horde, the Barrens, is simply huge, and lies between the Tauren and the Orcs. Traveling between the two is as simple as running along the roads. There is a big long straight line that runs down the middle of the Barrens called the Gold Road. The trip as simple as getting to the Gold Road, using it, women handbags wholesale and getting off it. The Tauren "exit" is by Camp Taurajo. The place to turn to reach the Orcs is the first fork to the east after passing through the Crossroads. There are signs along the way for Mulgore and Durotar.
The Alliance cities are Stormwind (human), Ironforge (dwarf/gnome), and Darnassus (night elf). Stormwind and Ironforge are connected by a subway system that runs from the Dwarven District of Stormwind to Tinker Town in Ironforge. There is also a flight that connects the two once you arrive. Traveling to and from Darnassus is not so simple. The connection to the Night Elves' continent is Menethil Harbor in the Wetlands, which is not near a major starting location. So this gets a little complicated.
To travel from Darnassus to Ironforge, you must first pass through the teleporter behind the bank. It's a weird pink glowy-thing on an island by itself. After you run through it, you will be near the water's edge in Rut'theran Village. Go down to the docks and wait for the boat to arrive. This is not "the" boat and will only take you to the mainland, at Auberdine. fashion handbags outlet Auberdine is where the real boat is. The pier that the boats harbor at has two docks. When you arrive, simply run straight across to the other one and wait for that boat. That will take you to the other continent. Once in Menethil, talk to the gryphon master there, and then take the road out of town, and stay on it as it curves around to the southeast. This territory will be HOSTILE. The mobs here are all above level 20, and Wetlands is a popular PvP zone. Whatever happens, just keep running. If you die, run back and start running again.
When you reach the zone edge, you will reach a tunnel that leads to an upward path in the mountains called Dun Algaz. Passing through Dun Algaz leads to the Dwarven second zone of Loch Modan. Loch Modan's road system looks like the letter F, if you turn it around. There is a long north-south road, and two paths that lead off it to the west, one toward the north, and one much farther south. It doesn't matter which you take, so for the sake of argument, use the south one - run all the way along the zone, past the town of Thelsamar, until you reach the gates that lead to the southern pass. (You might stop in Thelsamar for the flight point there!) This is a tunnel that leads into Dun Morogh, the dwarven starting zone. Follow the road until it turns north about halfway through the zone, and look for a path up into the mountains off to the right. That will take you to Ironforge.
If you want to travel TO the Night Elf lands, simply run this route in reverse. Menethil Harbor is at the far west end of the Wetlands. Either way, make sure you know where your hearthstone is set before you use it, and make sure you pick up flight points along the way. If Blizzard allowed Night Elves to start with the Ironforge flight path, traveling there from Menethil would be far simpler.
More on mounts:
Your race mount can be bought at level 40. There is a second faster speed, often called the epic mount, that can be bought at level 60. Level 40 mounts move at 160% of player speed, epic mounts travel at 200%. (Compared to the run speed buffs which are all 130 or 140%.)
To purchase a mount, you must travel to a location related to your race's mount, and pay for a riding lesson and the mount itself. The combined cost is 100 gold, minus discounts from faction or PvP rank. Many people will say it costs 90 gold since nearly everyone is honored with their own race by level 40. The "epic" level 60 mounts carry a price tag of 1000 gold, which is more likely 900 or possibly 800 if you have both discounts.
You can only purchase your race's mount without doing an excruciating amount of faction work. You *can* purchase a mount of another race if you have exalted reputation with them. Here are the racial mounts and where to purchase them:
Human - horse, Eastvale Logging Company in Elwynn Forest*
Dwarf - ram, Amberstill Ranch in Dun Morogh
Gnome - mechanostrider, Steelgrill's Depot in Dun Morogh
Night Elf - nightsaber (cat), Cenarion Enclave in Darnassus
Troll - raptor, Sen'jin Village in Durotar
Orc - worg, Valley of Honor in Orgrimmar
Tauren - kodo, Bloodhoof Village in Mulgore
Undead - undead horse, Brill in Tirisfal Glades
*There are a few horse mounts sold elsewhere.