If you're a new player playing Alliance and you're trying to get to Shadowfang Keep, you have quite a journey ahead of you. Shadowfang Keep lies in Silverpine Forest, in the northern Eastern Kingdoms. For Horde players, that's just a jog down the block. For Alliance, you'll be crossing half of a continent. It's easiest to start from Ironforge (if you're a Night Elf or Draenei, you can take the boat from Auberdine to the Stormwind Harbor, and from there take the tram to Ironforge) and run east to Loch Modan. From there, run north through the Loch, up through the Wetlands, east through the Arathi Highlands and the Hillsbrad Foothills, and then to the Keep itself in Silverpine.
If you and your group is into the story of WoW, wait until you're all there and go into the dungeon together. When you zone in, run straight ahead to the grate blocking you off from the courtyard and watch the show.
Once that's done, start clearing the dungeon! I won't ruin how to do it for any low level parties that are trying this place out, but I'll give a little guidance at least. You need to get to the courtyard to progress, but it's sealed off with a locked door. There's a way through it, so kill the baddies in this first area until you find it.
When you're in the courtyard, stop off and kill some ponies for a free bag. Sweet, sweet bags. Then you go to the right, where you're faced with a split in the road.
We're not done with Sever himself, though. Sever is an abomination, and as you'd expect from abominations, he's a pretty physical fighter. He hits like a truck on level-appropriate players, but you should be okay. He's a tank and spank encounter. If you don't know what that means since this might be your first dungeon, it means he has very few gimmicks or tricky mechanics. Your tank tanks, and your DPS spanks him. He'll pound on the tank and every now and then cast Diseased Spit which does around 100 Nature damage and lowers your stamina a little. Nothing tricky, nothing scary. When he has roughly 40% of his health left, he'll Enrage and his melee damage will go waayyy up. I've heard people say he has an AOE Fear as well, but I've never actually seen him do it myself.
Once Sever is dead, enjoy your rewards! There are only two items on his loot table. There's a two-handed axe, The Axe of Severing, that is pretty good. He also has cloth leggings with spell power on them, Abomination Skin Leggings. Casters see very little spell power this early in the game, so this is actually an incredible drop for level 20ish players that don't have someone twinking them out. Heck, if you do have someone twinking you out, make them do it with these! They're fantastic.
And that's Sever! Your next target will probably be Scorn, whether you're high or low level. He's the closest in terms of difficulty and location, being level 30ish and up in the Scarlet Monastery.