Level with a pet if you can because it will help keep you safe. If your pet is tanking all of the damage from the enemies you’re fighting, you won’t have to. The other reason is that pets are easier and cheaper to heal than you are. If you don’t have a pet, make sure you know how to use your defensive abilities. You can’t level quickly if you are dying all the time.
Stormheim is the zone you want to start it. For some reason Legion treasures are not worth any experience like they are in WoD...except in Stormheim. I haven't been able to find out any reason for this, and it's possible it may get fixed/nerfed at a later date. But for the time being you REALLY want to jump from treasure to treasure to augment your quest experience.
The game guide to the World of Warcraft Battle for Azeroth is a handy set of practical advice and guidelines that will help you in getting answers to the most important questions about the new expansion. Battle for Azeroth is the latest expansion set to the much-loved MMO game. Since its launch the game has collected great reviews and everything indicates that Blizzard has delivered another exquisite in-game content for months to come.