1st character warrior?Follow

Arena's are only available at lvl 70, so you'd do all the gear farming with the char you're going to PvP with.

Having a highlevel around is only useful for twinks, since you can support your level 19 or 29 char with lvl 60 enchants, rare boe drops, etc...

Not necessarily (I know I spelt that wrong). Some things which a high level, either a friend or an alt, can help with that will make things a lot easier for you:
1. Bags. If you have 4 14-slots, which shouldn't be too hard to get ahold of at level 60-70, you'll have a much easier time with item management than if you have 3 6-slots and an 8-slot.
2. Startup Money. You can make money pretty fast once you get going with 2 gathering professions, but it's nice to get a couple gold for startup so you can just buy the low-level equipment upgrades pretty fast (since they get better real fast at that level and if you have a level 3 weapon on a level 10 guy you're dead).
3. Reputation. I dont mean like with factions, I mean with people. If you're in a guild with a good reputation, and you make an alt and have it in the guild, people might pay more attention to you. It also makes it easier to complete a couple quests.

As far as whether you want a rogue or warrior...just understand that every class is better than every other class. Rogues are just about as gear-dependent as warriors. If you want something that isn't gear dependent, you want a caster (warlock, priest, mage, elemental/resto shaman, balance/resto druid). I haven't done arena, but if you really wanna own people in PvP, I'd go mage. They're about the only class I consistently have problems with on my paladin.

I'm not going to say always, but many people become tanks when they hit 70. Damage dealing warriors are awesome, but they can be overlooked; there are many DD classes.

Up until 70 though, you'll probably be the tank for all the dungeons you do, so ask yourself what position you'd rather play instead of listening to others of what is best and worst.

If you want to be a DD, go rogue. If you like tanking, go warrior.

It isn't that clear cut, but its good to remember what role you will probably play in a group.