Well, your gear and your spec are absolutely fine - as is your tanking from what you say. The only thing I can think is that your healers are not used to how hard, proportionately, things hit early on in wotlk? They may be spoilt by healing heroics when everyone massively outgears the content. I recently levelled a prot warrior and was amazed - pleasantly - to find those early normal instances felt as challenging as ICC10 progression does for my main. You are just doing stuff that is balanced correctly for your level and gear. You are succeeding - gratz! - but it is challenging, which is what it should be to be fun.
The cobalt crafted gear is great for early tanking, but you will find that you can gradually replace it over time with better blue stuff (much of it crafted - the tempered saronite). IIRC, there are three Nexus instance quests that each give a nice blue piece of tanking gear - have you done those quests? You will see your hitpoints rise as you gear up, particularly now there are nice gems available. Once your hitpoints start exceeding 20k, healers will feel a lot more comfortable spamming you with heals - you will still be hit often and increasingly hard, but relative to your pot of hps, it will feel safer.
One thing I would recommend with Cataclysm on the horizon is to work on your professions. Level 80 gear will soon be binned, but getting mining up will help your HPs and particularly your bank balance in Cata. As a second profession, I would recommend BS or JC with JC probably being easier to level.