Belt:
Ancient Aligned Girdle Heroic Azjol-Nerub
Girdle of the Pallid Knight ToC Normal
Shieldwarder Girdle Badges
Bracers:
Bracers of the Herald Heroic Old Kingdom.
Bracers of Dalaran's Parapets Badges
I provided some alternatives for you. The belt is flexible, it depends on what you prefer and for which purpose. If you prefer simple gear, go heroic and pray. The badges can be spend for other things like tier pieces, which are still useful for starting out.
As for the chest, there is the tier piece or the Wyrmrest Rep chest, but since yours is not that much worse then the Wyrmrest Rep one, it is up to you what you aim for.
The threat issue: I cannot provide assistance as I have not tanked at 80 on a Warrior. I will leave this to someone more experienced.
Now for the real question, Yes, Wrath had a progression tree. The Nexus and Utgarde Keep were very easy to start with, mostly as a tank. For you, everything except for ToC Heroic should be doable, provided you read up on the tactics beforehand or ask for pointers. Azjol Nerub and the Old Kingdom (Both in the same area) are naturally good places to go for you as they provide upgrades for you.
In Azjol Nerub:
Barely Trash, loads of bosses. Remember to mark Skirmishers as they decimate clothies/leather wearers. The three mini bosses before the first boss auto pull, so just pull the first and let the rest come to you after marking the priority target. The boss is fairly straight forward for you, just be mindful that if there is no AoE DPS (Highly unlikely, but even so), Intervene the Healer and Thunder Clap. This should remove trash around the healer quickly. The bigger beetles (3 in total) do a poison AoE, but it should be doable.
Next boss is pull the three spawns after eachother and get them down. Take your time, but don't be too slow. The boss itself makes poison zones, move out of them (a debuff is shown too).
One last trash pull with big guys, focus one and it should be fine. Main boss has two phases. While out, he has a few things to watch for. He summons beetles which you can try to control, but be mindful that you don't turn the boss. Anub'Arak also has a Pound. When he charges it, he will pound everyone in front, which will hurt. He will not turn after starting to cast it, so if you feel like giving your healer an easy time, run out of it but in such a way that he is turned from the rest still. Burrowed phase has a few things to keep in mind. The ground can rumble beneath you, run from it or you get flung up in the air and take good damage. There will be nerubian spawns, you pick them up. There will be a lot going on, but having those Nerubians on you is top priority while not getting hit. Repeat this to finish the boss.
Old Kingdom:
In general, long casts are bad casts, they hurt. Trash in this instance is nasty as most groups have something to seriously hurt you or your group. Be mindful whenever you pull that the healer is present and with good mana.
First boss spawns loads of adds. Try to control those. When he spawns a bigger nerubian, focus it as everything else goes immune.
Second Boss is simple for you. Target, keep threat and keep hitting him. If he sucks on someone, keep attacking.
Now you have a choice. You can go for the Spore Beast, Jedoga Shadowseeker or the Final Boss. I suggest going for the final boss first if you can still do the daily quest for it.
Jedoga hits rather hard and has lightning attacks/areas. Move out of the areas. She floats up sometimes, focus the add or she enrages.
Final boss is not that hard at first, but will do Insanity. It phases the group out into different phases and you need to kill your team to go on. As you are the tank, don't worry too much about killing them all. Focus the healer obviously and hold out until the DPS is done if you can't succeed at killing, they will help once their set is down.
The spore Beast makes mushrooms. He will do a debuff that reduces your Defence by a massive amount. You can lift it up by "eating" mushrooms, healthy ones.
Good luck gearing up and I recommend doing those two instances. All instances are good for you, but these just give that little extra.