First off, the basic answer is W0Wwiki. This site is the one, comprehensive resource for everything related to the story parts of WoW. When it comes to gear or specific quests, it's often not the first place you want to look, but lore is WoWwiki's thing.
For some excellent entry points to WoWwiki, try:
- History of Warcraft (published in-game in various books found throughout the world)
- History of the Horde
- House of Wrynn
- Azeroth (one of the two worlds where the story thus far has taken place)
- The Third War
- And the heavy hitters: Sargeras, Azshara, Malfurion Stormrage. The Dragon Aspects, The Titans