I am brand new to WOW and playing as a prot paladin. I am looking for any advice on how I should mold my paladin as I am leveling. Any paticular stats I should focus on. Any must have gear I should be aiming for as I get closer to 80? Any help would be appreciated.
Generally speaking, don't sweat about gear until you are max level. And with Cata imminent, that may mean - don't worry too much about L80 gear, but focus on getting to L85 and gearing up then. Levelling in WoW is rather quick now and forgiving, especially for a paladin, so you don't need to obsess about gear. That said, obsessing about gear is half the fun of WoW, so feel free to indulge. I liked to check out instances on wowhead for quest rewards and even drops as I levelled, trying to pick up the best tank gear as I went.
What level are you? Pre-50, there are very nice cheap PvP items - rings, cloaks, boots etc - associated with Battleground vendors and the random LFD rewards are sweet. Blacksmiths also make excellent levelling gear - after 70, look out for the cobalt tanking gear and then the tempered saronite. After that, most dungeons have one or two nice pieces of tank gear - Nexus gives you three from quests, IIRC. I think doing instances as you level is half the fun of being a tank, although some PUGs can make it painful.
In terms of stats and gear, prot paladins are almost interchangeable with prot warriors now. We want plate gear with strength (stuff with int is for our holy spec). Typically, tanking gear has more stamina and has avoidance stats (dodge, parry) rather than dps stats (crit, haste). Once you get to Outland, look out for gear with gem slots (quests will give you a lot of it if you do your research; adamantite crafted gear also have slots) - by putting WotlK gems in even green BC gear, you can stack absurd amounts of stamina. Typically, you will ditch it for cobalt once you get to Northrend but for L58-68, it is awesome. Once you hit Northrend, you will find Blizzard has done a pretty good job of itemising gear, so just going for the highest item level tanking gear will not put you far wrong.
For levelling, you will also care about damage. Again, just go for the highest item level one-hander - I would not worry too much about tanking stats. Slow speed often bumps the weapon up a tier or two in effectiveness (and since tank weapons are usually fast, this reinforces the advice not to worry too much about tanking stats on your weapon). Beyond that, our top threat stat is expertise - good even after the soft cap of 23 - and then hit up to the cap. Then there is a range of stats that are roughly equal - strength, agility, crit, even stamina. Haste and spell power are not what we want.
Perhaps the best single thing you can do for your character at this stage of the expansion (ie with all gear about to become obsolete) is level two professions that are good for tanks. Mining provides a nice stamina boost, provides some modest cash as you level and can feed two very nice crafting professions (BS and JC). My main is a BS and my alt a JC. Both provide near equal end game benefits, although I feel the JC was easier to level. Sadly, I don't think either are much good for levelling - by the time you can craft the gear, you are too high level to use it; JC trinkets may be an exception to this.
Sadly, I don't think either are much good for levelling - by the time you can craft the gear, you are too high level to use it; JC trinkets may be an exception to this.
Some BS exceptions are the Eternal Belt Buckle, Socket Bracer and Socket Gloves. Each adds 1 prismatic gem socket to a belt, a bracer, and a glove. Socket Bracer and Gloves are BS specific but the Eternal Belt Buckle is nice. Granted these items are pretty much Northren related crafted items (Saronite Ore is only mined from Northren zones).
As a low level tank you want to worry about only two stats, strength and stamina.
Other stats will help mitigate damage, namely dodge, parry, agility and armor, but those will really only count a lot at high levels.
Other stats will also help your threat, namely hit, expertise, crit and agility. Those, too, will be things you can worry about around 5 levels from the top. For levelling, strength will do fine.
For your levelling days, think stamina and strength. No amount of avoidance and proper tank stats do anyone any good if the mobs are hitting the mage instead of you. DPSers are absolutely horrible at letting the tank have the aggro at lower levels (it doesn't get a whole lot better at high levels), so getting the mobs to hit you will be your #1 challenge. The stamina is to let you soak the damage. Hammer of the Righteous is yours through talents at lvl 29, at that point you will want to marry it.