Welcome.
Don't worry about the XP penalty, play what you enjoy. I suggest you hit up crushbone ASAP; the belt/crushbone pads/slave key quests + the zone exp mod is the best you can get to get you to your first tier of spells fast. (Do yourself a favor and just make a dwarf to save yourself the trip and have an awesome barrel roll.) The zone is fairly popular these days and groups are common, if not, start one. Also, save all the scalps you find for the quest turn in at highpass. My rogue went from 11-14 turning in over 100 of those that I accumulated leveling, but you will probably need someone to help invis you to get you there safely.
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