Frankly, the aspect of Shadowlands I'm most excited about is an overhaul of the leveling system—something that wasn't a part of this demo in a major way. This kind of breaks the rules of a hands-on article, but I want to take an opportunity to talk about it and why I think it's interesting, regardless, since it came up in my interview with WoW developers.
Keep raising the level cap but crunching how much experience is required per level as you do. This is the approach WoW has historically taken. But as this happens, levels start to seem meaningless. You gain them ultra-quickly, and only a smattering of them actually introduce new abilities or other perks. It also means that you blast through the leveling content at such a pace that you never finish individual zone stories; you only finish a small portion of an area before you have outleveled it and are ready to move on.
Shadowy Tormentors inhabit this dimension, and emerge from it to torment death knights such as Koltira Deathweaver. The Lich King originally kept them at bay, but after the Knights of the Ebon Blade left his service, the tormentors are now loose upon them. He even appears in the World of the Dead, as he calls it, riding a frost wyrm during  The Power to Destroy.
The origins of the Shadowlands remain uncertain, but they have existed ever since mortal life first arose in the physical universe. They span all worlds, including Azeroth, on which Icecrown serves as an anchor to the Shadowlands. There are those who believe mortal souls are drawn into this dark place when they die, remaining there forever. Others hope their souls will go on to a brighter place rather than languish for eternity within the cold confines of the Shadowlands.
But it gets even more interesting when you look at how it will work for alts (second or later characters made by existing players). New characters made by existing players will have the option of leveling up the old way in all the same old zones from the start. But they will also be able to go through the new-player starting experience if that's what players prefer.
Since this was an early questing experience and not an endgame one, I didn't get much sense of how Covenants—Shadowlands' new Order Hall, Garrison, or War Campaign-like systems—work. Neither did I have much time to dive into the story, though I saw enough to know that, if you like the flavor of the recent WoW expansions, you'll probably like this one, too. (I, for one, am glad we're going to get a brief respite from the Alliance vs. Horde war storyline.)