"I saw the azshara BG in the alpha... does that mean we get it?"
Nope! The Azshara Crater battleground was something that was discussed back in vanilla World of Warcraft that never made it to live. Players exploring Azshara can still find the caves that would have been the entrances to the zone along the Forlorn Ridge. There used to be maps for the battleground in the game files that were shown in exploration videos here and there, but the battleground itself was never implemented -- possibly you saw the old maps. Given the fact that the goblins have turned Azshara into the world's largest Horde symbol, it's highly doubtful those battleground entrances, much less the Forlorn Ridge itself, will exist come Cataclysm.
"In Cataclysm, will we be able to go from the blood elf areas to the Eastern Plaguelands without a loading screen?"
They haven't said yet. I'd assume no for now, since the draenei and blood elf starting areas are Burning Crusade content. The loading screen is there pretty much for those players who haven't purchased Burning Crusade; they can't play through content they haven't purchased. It seems a little silly that two tiny sections of the map are cut off like that, but it's the easiest way to keep the areas separate from the rest of the world.
"Elune's creations are just plain weird. Worgen, Wildkin, Night Elves... Is she blind or evil? Why did she unleash such abominations upon Azeroth?"
Because she's a naaru. (Not really, I swear!)
"With Goblins joining Horde in Cataclysm, what will happen to Booty Bay, Everlook and Gadgatzen ?"
This question comes up pretty often; the answer is this: nothing at all! The goblins who are joining the Horde are from the Bilgewater Cartel, which has nothing at all to do with the Steamwheedle Cartel currently in game. The goblins of Ratchet, Booty Bay, Everlook and Gadgetzan will remain neutral as always. The Steamwheedle Cartel is also the largest and most successful of the goblin cartels -- probably because they remain neutral and
swindle engage in commerce with both sides.
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