If you're starting anew, I suggest you just download the trial account from the website. When you finally decide to continue, then you just upgrade your trial account to full (via credit card). You don't really need to go out and buy, and actually upgrading online is cheaper (because you don't really get the CD and stuffs).

Since you mentioned your friend already bought the CDs, just borrow from him and install. Then upgrade your account online.

Also, since you're not really level 60 yet, you don't really need to buy the 2 expansions first. When you reach 60, then you can buy the Burning Crusade. When you reach 70, then you buy Wrath of the Lich King. The 2 expansions don't really add anything to the game if you're below those levels. (and yea, you can also upgrade your account with these expansions online)

Thaurissan may be the best server for GMT+8 players due to our high population there, but take note it is also a PvP server. PvP means people from the opposing faction can KILL you if they spot you. Although Thaurissan is heavily outnumbered by Horde (so if you really play here, make sure you create a Horde character), you can still get unlucky and get killed over and over again which will not be fun.

If you want to just enjoy playing the game and questing and stuffs but not interested in getting killed by other players OR want to kill other players, then I highly suggest a PvE server instead. I think Aman'Thul (Alliance side) is a good server with high population of GMT+8 players but I'm not too sure... Cause I play a Horde on Thaurissan, actually.

As on 'how to play' and all those websites you need to read, well my personal advice is just play the game first and don't bother with those websites. Chances are, even if you go the wowwiki or Elitist Jerks websites you won't even know the heck they're talking about with all those terms. Just play the game and make sure you enjoy the quests, especially the starting ones, they basically teach you how to play one step at a time. When you reach higher level (like 40) then perhaps you will start understanding those wowwiki and elitistjerks stuff.

But one website you must get used to even at early level is www.wowhead.com. This is something like an online walkthrough for the game. Basically if you find yourself stuck on a quest, just type in the quest name there and read the comments other players posted. They will guide you on where to go and how to complete the quest.