Yes, you will be missing out on lore and the experience of seeing the world if you only do dungeons. Try to enjoy the questing and leveling experience while you can. Although, if you do decide to skip questing you won't miss it: you can always go back and complete low level quests when you reach level cap. I did exactly that to complete my Loremaster achievement.
Vol’Dun is the hardest and most tedious of the Horde Zones in Battle for Azeroth. It’s also probably the one that makes the most sense. Each sections of quests leads directly to the one you should do next. For all of these reasons it’s going to be best to get this one done early. Thanks to any legendary items you might have collected in Legion, you’ll be strongest in the leveling process before 115 and weaker after — because that’s when the legendary effects stop working.
Power leveling is the term used to describe the process of leveling a character as rapidly as possible with the least amount of play time. It can be used from any level up to level cap. Contrary to what many believe, efficient power leveling does not require endless hours of grinding. The best methods of power leveling involve doing many quests in an orderly fashion.
Possibly the most complicated Addon I have ever used it is also one of the most powerful. You can build custom Visual and Audio warnings for virtually any situation in the Game. I have used it for Buff Stacks Low HP and Ability Cooldowns many times over the years on various Characters. Blizzard added similar Visual Warnings in Cataclysm.Git Repository: https://github.com/Geigerkind/ModifiedPowerAuras
* Level-Appropriate Quests: Don't stay questing in zones if you out level them. As soon as you reach the appropriate level to quest in a higher zone, be sure to do so to take advantage of the higher experience gain. The exception to this is if the end of a quest line provides fast transport to a new zone, but this would require intimate knowledge of zones and quest lines.
I've found the best way to level alts is Pet Battling over by Halfhill in Pandaria. My Nightborne Priest I got to 90 that way (the rest was WoD Treasures, then regular leveling post 100), my Mag'har Shaman I'm at 61 with 16 hours or so played. Having a second monitor to zone out and watch Netflix or whatever helps. I think it's the fastest way to get to 90 personally. I really dislike the leveling changes so I just Pet Battle now.
Do quests and complete the story of your first chosen area before returning to your capital to scrap all of the equipment items you acquired. You should be around Level 113 by the time you complete your first area. Before selecting your second zone, head to your faction hub ship to acquire your introductory quests to the mission table and your champions. Complete this introduction and then pick up the quest to establish your first foothold in enemy territory.