I can't give you much advice for expansions, since I've played only as a Froob for my entire time playing AO, but the "starting out" advice should be about the same:
1) As you already noted, start out by doing all the quests. It sounds like you've left the starting area, which hopefully you means you completed all the quests there and have some basic equipment. The next quests that I think you're referring to are the sided start-up quests: Clan
. And since you have all expansions, you should go ahead and start the Shadowlands starting quests
. In fact, it's a good idea that you start working through the quests of the areas in Shadowlands as appropriate for your level, particularly the quest for the keys to the gardens/sanctuaries, as they help a lot for getting around in SL. You can read those quests here
2) As for progressing in general as a MP (or any pet class for that matter) there is a simple rule about "twinking pets". Basically, the trick is to get as much Comp Lit as you can at each level, and get the highest belt and NCU you are able to equip and ask for highest buffs that you're able to fit from higher level MPs and a wrangle from traders to summon pets that are much higher level than you. You only need to make sure the pet does not become "over-equipped
" when the wrangle wears off. You'll enjoy levels up to about 100-120 with pets that will easily trounce any enemies you're likely to face.
3) Here's a guide for froob MPs
that I wrote that has some advice for easily getting up through level 200.
4) For some of the tougher key quests and other things, I strongly recommend you join a good organization with helpful higher level players who can lend you a hand once in a while to complete some of the tougher quests.
Hopefully that's enough to get you started.