Shadow priest is uh, how to put it...
Gonna get significantly worse every live update that makes it blizzlike, as it's incredibly overpowered pve wise due to a large number of beneficial bugs. Things like spirit fix, properly sorted coefficients & the debuff slot limit will severely hinder your dps and ability to manage mana. Point of this is that the damage output is significantly higher on here than it should be.
It's also a frustrating class to play on vanillagaming: the range check on mind flay is just all around annoying & defeats the purpose as a snare in pvp, you'll also have to deal with shadowform being unusable frequently in VG due to it greying out. This can also happen in pve in situations where you need to pop out (if you're alliance and dwarf, you're in and out to fear ward on some encounters, you'll be in & out on twins as well on either side). Oh and don't forget about spirit tap! It doesn't work in pvp at all.
From someone who played it for a long time - you'll hit a wall where it's no longer fun, you want to play a real dps class, and you get sick of dealing with the bugs (bump the threads, they're a year old or more). With the fixes coming and considering you're new - I'd roll a warlock on ally or a mage on horde.
If you choose to play it, here's all the advice i can think of:
- 6% hit is to be capped, cap is not ultra important until higher end gear. You can do 750 dps while being 2% from hitcap to accommodate other necessary stats (on VG you need spell penetration for patchwerk/abom wing). For pre-raid gear, I'd recommend the bloodvine set, ban'thok sash, spellweaver's turban & rockfury bracers for hit gear.
- spell damage is priority #1, wear as little mp5 as possible to max out your spell damage. Aim to finish every boss fight at 0% mana, and swap gear accordingly.
- Critical strike is of very low value until extreme endgame gear - in most cases you have to give up too much spell power.
- Engineering provides a handful of dps increases. Goblin Sapper Charges & thorium grenades are highlights.
- At the start of a raid, trade every mage for water and get like 200 - drink whenever possible if you're not full mana. This means spam your water keybind every time you think combat might drop.
- Darkmoon card: blue dragon was at one point best in slot, it may be of less value to you with the upcoming changes. HOWEVER, it will always be amazing when you have the hakkar buff and a spirit of zanza.
- Silence is the best, figure out what raid mobs it does and does not work on. Well-timed silences can save your raid a lot of healing or annoyance.
- Vampiric embrace is useful in a lot of fights, but don't waste your GCDs on easy trash with it.
- Inner focus is for devouring plague if you're undead - unless the mob will die in < 20 seconds, then use it on mind blast. Of course, if you're paying attention you'll find other uses for it

- You are a walking debuff for warlocks, don't forget that role (they should double your damage in most cases) 5/5 Shadowweaving on any target that's gonna last more than 20 seconds - do this before you dps. (r1 sw:p is great to stack it up). If you're oom, maintain the debuff - never let it drop. If you have to step out to heal, maintain the debuff. In many cases, it'll make sense for you to switch to the second tank mark with about 20% left on the first one to start stacking.
- On use trinkets are amazing for short fights and trash. Zandalarian Hero Charm and Talisman of Ephemeral Power are amazing, but I'd use passive trinkets for most bosses. Our main "cooldown" is three minutes long (as undead) and the trinkets don't play nice with that time - you'll get more benefit from briarwood reed in the long run, than from Talisman of Ephemeral power.
- Don't forget your role as a support class. Before you dps, you need to buff and properly debuff the boss. Playing your character 100% selfishly will increase your dps from 500->750, remembering to keep shadow weaving up should take 5 warlocks from 1k to 1150. In the endgame, the debuff you provide is worth as much as you.
- Spec improved fortitude, don't whine about it - you don't need the points anywhere else.
Here's how I'd spec for pve:
http://db.vanillagaming.org/?talent#bxMhsZZxGguctotIn this your maximum damage out will be MB -> MF -> MF -> MB, refreshing sw:p every time it's up. Don't put more points into mind blast, as your cooldown will come up earlier than you need it on a full mind flay cast.
When mana gets tough, simply mind flay and keep pain up.