Do you want to play on a PvP server or a PvE server, or maybe on a roleplaying version of either of this choices? Which server exactly? Alliance or Horde? Which race? Which class? How should your character be named? Before even killing the very first level 1 wolf in World of Warcraft, you need to take quite a number of important decisions. Of course there are no really "wrong" decisions, but given that you need to decide before you even know the game, it is quite possible to take a suboptimal choice. And changing your mind later isn't made easy.
Even if your decisions were perfect at the time, developing demographics or changes to the game might make you change your mind. For example when the game came out, there were no battlegrounds, and lots of people preferred PvP servers as the only way to do battle against the other faction. Today most PvP is taking place on the battlegrounds, on both PvE and PvP servers, and the only added "feature" of PvP servers is being ganked. Or maybe the server you chose turned out with time to be particularly overcrowded, with lots of login waiting queues. Or maybe you discover that a real life friend of yours is playing on another server. It wouldn't be surprising if some people now wished they had chosen another server.
Right now changing servers is only rarely possible. Only selected servers at very restricted times can have people move to a specific other server to relieve congestion. For "this summer" Blizzard announced a paid character-transfer service, with yet to be announced restrictions. The "paid for" bit is not only for covering the cost, but is supposed to be priced high enough that people only switch servers if it is really necessary. And there might be limits to what you can take from one server to another, so as not to ruin the economy of a new server with gold from an old one. I just hope that moves between different server types will be allowed, although some people are opposed to people leveling up on a PvE "carebear" server and then moving to a PvP server when they are level 60.
But the choice of server is only one decision that you can get wrong. I don't think I made a bad choice when I went for a PvE server in February 2005, even if by June 2006 I'm not really happy with the demographics of it. Switching to a younger server with more low level players would be helpful for my level 42 shaman alt, but the demographics are similar on different servers. Alliance outnumber Horde everywhere, and if you like playing in groups, Alliance would have been the better choice. I doubt Blizzard will allow me to "character-transfer" my orc shaman to the Alliance side. :)
I'm reasonably happy with the character classes of my two level 60, warrior and priest, which are a good choice for my preferred group play style. But one of my alts I started on the Alliance side on another server, a hunter, turned out to be not a good choice. There are too many hunters, and people mistrust them in groups, so they are a good class for soloing, but bad if you like grouping. The bad thing is that in World of Warcraft, as in most other games, your choice of character class is final. If you want to play a different class, you need to make a new character. I much preferred the system of Final Fantasy XI, where you could go to your house and change to another character class. Wouldn't that be nice if this was possible in WoW? You would still need to level up the new class from level 1, but you wouldn't need to relearn tradeskills, rebuy a mount, get all those keys, or grind all that faction again. Instead of having several alts of different levels, you would have one character who mastered differenct classes at different levels, and could switch from one to the other at some place in the city, depending on what was needed.
Even in FFXI you couldn't change your race, with the obvious disadvantage that if you had taken a magical Taru Taru as race, changing you character class to warrior was not really a feasible idea. But my Taru was both white mage and red mage, with even some levels of black mage, and that worked very well, and gave me access to different play styles on the same character. Final Fantasy XI also had "advanced classes", which you could only chose with a character after having done a level 30 quest to unlock it for him. Now *that* would be an idea for WoW: once you hit level 60 you can unlock a "hero class", lets say assassin for rogues, or bishop for priest, which you can then level up to 60 again, without having to make a new character. The hero classes wouldn't be much more powerful, but be different and thus offer more variety. And you could always switch back to your old class and level. Unfortunately the originally promised hero classes have been postponed to who knows when, and we haven't got a clue how they will be working. My guess is that they'll be added in the second expansion, but if Blizzard keeps working at the same pace that will be for christmas 2008.
So right now your only option for changing your mind is making a new character. If your choice of server was satisfactory, at least you can twink your alt. If you want to change server, your new character only comes with better knowledge of the game. Nevertheless that can be fun too, especially if you can find a very young server for your new character. I kind of enjoy the economy of a new server, finding ways to make money with bronze daggers or linen bags. And of course if everybody around you is low level too, being low level isn't so bad.
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