I don't know about everyone else, but when I picked my first class, it was completely at random. I didn't know anything about what the different classes did, what their utility was in groups, or even the difference between energy and mana. I just went with what looked interesting and tried it out. Sure, I ran into a few classes I didn't enjoy, but I learned a bit about the game playing each one -- and, well, even today, I'm not sure I've really decided on a favorite. But now, if I'm talking to a new player making the same choice, the conversation is all about playstyle and end-game viability.
I'm not sure either way is right or wrong -- I know I had a good bit of fun trying everything in order to figure out what I enjoyed best, but if I were starting over, I'd want some advice. (What was I thinking leveling a rogue? All I ever do is sit in Orgrimmar or Shattrath and open lockboxes for people!) But now I'm asking you all -- how did you pick your first class? And if you were going to do it over again, would you pick differently?