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One thing to realize is that once you hit 15 you have a lot more options for speedy leveling. Right now (you seem to be level 9 at the time of this writing) you only have questing and grinding, which are inefficient. Once you get the ability to use the Random Dungeon Finder (often called LFD, Looking for Dungeon) you can queue for dungeons in between questing. Often one dungeon, up until 25 or so, will give you most of a whole level off the XP and quests within.
Allied races are variants of existing races. The Void Elves are a version of Night Elves, while the Highmount Tauren are, you guessed it, a version of the Tauren. Four allied races are already in the game before launch and two more, the Dark Iron Dwarves and Mag’har Orcs, were added after Battle for Azeroth launched. Each Allied Race has its own racial abilities. You can also unlock a heritage armor set by leveling any Allied Race to the level cap.