This guide focused for semi-hardcore players , but it also will be usefull for casual players.
So what we aiming at leveling on main character:
1.) About Covenants
When you enter the Shadowlands on your first character for the first time, you will be required to follow the entire storyline. You'll start in Bastion and progress through Maldraxxus, Ardenweald, and finally Revendreth. When you have completed this story arc and have reached level 60 (the new max level in Shadowlands), you will be given the choice to align yourself with one of the four Covenants. You must align with one of them for the expansion's storylines to progress further.
Covenants and Alts
Once you have completed this journey of taking one character from 50-60, progressing through the story and choosing a Covenant, all subsequent characters you take into the Shadowlands will have the option of choosing a Covenant right from level 50. You aren't required to go through the entire storyline again for every character. You may choose to do so, but you can just jump right into a Covenant from the beginning, start working on world quests and jump right into end-game progression. If you do decide to go back and do quests, you will not be required to follow the zone order you had to follow the first time though.