1) the autorun key is set to numlock by default.
2) if you're mountless and need to get to Raven Hill, it's faster to fly from Darkshire to Sentinel Hill and run there than it is to run the entire way from Darkshire.
3) Roll an alt character and add him to your friends list, and then email this "mule" any items you want to save but don't have space for.
4) Repair your gear. You'll lose it if it gets too damaged.
5) Murlocks like to mob.
6) If you can't see your healer, he can't see you (and therefore can't heal you).
7) If you're pre-60, try to log off at an Inn or in a major city to gain the "rested" buff which doubles the XP you gain from killing monsters.
Of course, there are many more hints. What are your best hints for playing the game?