Seal of Command is incredible, really. It will make your life so much easier on AoE pulls. From there, start down the Prot tree as you were doing. I'd probably respec to full Prot once you get to Outlands and 1) stuff starts to hit harder, and 2) you get Hammer of the Righteous.
As far as gear, just grab any kind of mail (or plate once you hit 40) that has strength, stam, or defense. Agility is good too - each point of agility gives a little bit of armor plus a fair amount of dodge, plus a little crit.
Also, if you want to "try" it, consider getting dualspec at level 40. you can make a tank spec, and if it doesn't work out, you always have a good spec to work with. The downside is that it costs money, which you might have if you already have a max level toon.
I'd suggest dual specing at 40 also. I leveled my Pally as Ret, then moved to Prot and Holy at 80 (picking up the Holy gear as I went along, then Prot gear in dungeons). And I have to say, leveling a Ret Pally is easy mode; you'll have no real issues with multi-mobs or mobs above your level.
Hey, just to add to what these guys said. Ret will let you learn the class/gearing/talents w/o wasting peoples time and letting you see what other tanks are doing.
Ret is fun to level as and there is almost no down time. As you get higher, you can fool around with prot.
Before you do, I suggest you grab your google search and do a bit of reading on rotation and how to spec. With Cata coming up, everything is changing.
I did not like Ret much. I leveled as Prot. all the way to 80 and enjoyed it.
Level 1-19 is rough on a pally Tank. Any Tank for that matter. But you have reached that magic level where you have Consecration now. YEA!!!
At your level, Consecration coupled with Righteous Fury should be more than enough to hold aggroe on multi mob pulls. If you do get a stragler or two, Rigteous Defense will be your best friend and do not exclude Hand of Reckoning.
IMO, your best opener, without caster mobs, is to use Hand of Reckoning then drop your Consecration. With there being a caster in the mob set up your best bet is to run in drop Consecration.
I liked the knowledge I had when I reached 80 leveling as Prot. Hope this helps a little.
I've never bought the whole "level as ret, gear up as ret, switch to tanking when you have gear" philosophy. It's much easier to learn the basics when leveling than at 80.
Gear is worthless without experience, and you can't buy that with emblems!
Yes and no. If you already know the fundamentals of tanking and have a tanks situational awareness, then, since aggro is aggro the only learning curve on the pally is the 969 and how to do the pulls. At least that's how I looked at it when I was pushing my pally to 80.
I'm a big proponent of leveling as a tank if you are going to tank. It helps you get and idea of what you can handle on your own and teaches you how to play. Unfortunately leveling as prot can be dull until you get some consecrate. Especially since you don't have to refresh your seals anymore.
At the level you are at now all I can say is get used to using your taunt and tab targeting till you get consecrate and then Hammer of the Righteous.