Don't forget the RPG books. Technically some of this are not cannon anymore, but don't worry about that cause these are better world building stories anyway. And some thing story wise start to get janky in TBC, at least Illidan's story was fixed in Legion.
The problem is wow's story is not streamlined like Warcraft 3. All you can do is watch some youtuber's content, but you as a new commer won't know what's in chronological.
After the RPG books watch the Vanilla wow cinematic, if you want know about Vanilla wow's story read up on these on wowpedia:
-Blackrock mountain/Dark Iron Dwarves and the story of Ragnaros, here you can read about all the other elemental lords.
-Hakkar and Zulgurub
-Onyxia and how she decieved the people of Stormwind, also the story behind Stormwind's masonary workers
-Nefarion and the Black Dragonflight also generally about all the other DragonFlight: Red, Green, Blue, Bronze
-Ahn Quiraj's reopening and the prequel story of that: War of the Shifting Sands
-Here you can search about the Old God's general:
Y'Shaarj, C'Thun, Yogg-Saron and N'Zoth their prequel story is the Black Empire many years ago.
-Re-enter Kel'thuzad and Naxxramas
There are some interesting stories that touches upon local events or some families' private life and the effects of the Scourge on Lordaeron, some even heartbreaking stuff.
Then the reignation of the Dark Portal, then here starts TBC.