Also get the Heirloom Mount. Being able to have basic riding speed from the beginning will save you a lot of time if you're starting from level 1. Allied races start at 20, so this is a non-issue for them. It's important to note that Pandaren can not use this mount until they finish their starting zone and pick a faction. Being Horde or Alliance is a requirement of the mount.
It still will be but it takes up an Azerite armor slot. ST is not as important as AoE when leveling because you want to grab a pack of mobs, burst them down, loot and repeat. For DK specifically, Unholy is better in my opinion for leveling because it has a lot more aoe than Frost with epidemic. Unholy was my second fastest leveling time and I did it on a pre-made character with no leggos or consumables.
Congratulations on reaching Level 120! There are a myriad of new things to do. The first thing you should do is head to your faction hub ship where you have been doing your mission table quests and footholds to pick up and complete the quests necessary to unlock World Quests. World Quests will provide you an opportunity to grind reputation levels, acquire gear, and gather Azerite. There are tons of new things to do that we will cover in our Level 120 Battle Guide found here: Level 120 Battle Guide