I'll answer some of the questions, because those are a lot to answer lol. But maybe you'll pick up some other answers.
So the main objective of the game is really whatever you want to. Leveling up is only part of the game. Once you hit max level at 60, the objective is to improve your character through getting gear from group content, primarily 5 and 10 man dungeons.
You can play the game with other people for most of the leveling. I'd say hop into a big leveling guild that will likely be recruiting once you're in game, and get into their discord and find people to play with.
The game is not super balanced, but the main thing to keep in mind is the game is primarily oriented around group play, especially in player vs. player. Not every class and go 1v1 with a rogue, for instance, but the game is built more for a 5 on 5 battle out in the world rather than a single, arena style player vs. player setup. In player versus environment content, like dungeons and raids, every class has a role, especially in big, 40 man raids. In essence, the classes aren't "balanced" but each one has a role they are best at, if not a couple.
Playing a support class is kinda messy. Mostly because Blizzard initially designed the game with the intent of having a support role for some classes, but the mechanics of the game funnels people primarily into damage dealers, healers, and tanks. That being said, there are some classes, like Paladin and Shaman, which are as close as you can get to support classes. So you can focus on bringing utility to the group while filling the role of damage dealer, healer, or tank.
To one of the earlier questions: yes, there are rare and even epic quality loot that can drop from random mobs in the world.
For leveling, your best option is a combination of grinding and quests. Typically grinding mobs on the way to quest objectives.
Use this page to figure out where to go as each zone is built for certain leveled characters: https://vanilla-wow.fandom.com/wiki/Zones_by_level
Gensei - Shaman
Temaius - Paladin