The skulls don't necessarily mean 'bad', it just means that thing is more than 10 levels higher than you. Possibly the PvP people are showing up on your server because of this cross-realm stuff where certain areas are merged between servers. If you're on a PvE server then you shouldn't be attackable unless you actively engage with them, i.e. deliberately hit them. You can see if you're PvP flagged by the little Alliance shield icon near your character's health bar/portrait.
I'd definitely recommend joining a guild, but generally avoid the ones that just spam invites out to anyone. Sometimes you get lucky (I did, once), but usually it's best to ask around, look on the WoW forums at the guild recruitment pages. There's guilds for every kind of player
:) If you were in the EU you'd probably fit into the guild I'm in
:) FWIW, there's an option somewhere in the Interface Options to disable guild invites.
What spec's your warlock? I levelled
mine as Destruction, which is fun, but I recently tried Demonology and that's fun too, turning into a giant demon every now and then and zapping everything
:D