Keep in mind that these quests are optional, and are not necessary to continue leveling and capturing companions. They are also account-wide, so if you complete the quest chain on one character, you will not be able to complete it again on another. However, any progress that you've made will be saved and you can pick up where you left off in the quest chain on another character. The dailies that you've unlocked will also be accessible by all your toons.

The main topic for Classic at the moment would be whether the game is actually harder or just has more redundant activities you have to do before doing the stuff that's really fun. This is actually a good discussion to have, and not just for WoW, but gaming in general. The main sticking point for now, as most people are on (relatively) low levels is the breaks between killing mobs, especially for mana users. In the beginning it's actually refreshing having to think about what you can and can't pull, not just running into a bunch of mobs and killing them in *insert current optimal time to kill Blizzard determined is the most fun*. The food/drink breaks after a few (or even one) mobs provide time to actually look around the scenery and the mobs you're facing, and while there isn't much strategy involved at these levels, you still at least pretend to plan out how you're going to get to that quest mob without being killed by the 4 random ones surrounding them. Not being able to pull whatever mob you want, and actually having to check what mobs are there when you don't have interrupts yet (casters tend to be a nightmare) is definitely more difficult in a real way than what we have today. As a caster, having to actually think about which spells to use based on mana cost (and perhaps even using lower ranked ones) is definitely more difficult and requires more engagement with your character than we have in modern WoW.
For some weird reason Warlock used to be underrepresented in vanilla WoW. However, the least popular doesn’t mean that they were bad. Warlocks had amazing damage and some truly unique utility abilities allowing them to summon players or create Healthstones for the whole group. Similarly to Hunters, Warlocks were amazing for solo players with the ability to summon various demons to help them.
FYI: If you’re returning to WoW after an extended absence prior to patch 5.0.1, it’s possible that you’ll have more than the maximum pet limit and/or more than 3 of a kind. However, this will be the only time that you’re allowed to surpass these limits. You will have to pare down your collection, eliminating your duplicates, in order to add new pets.