As tempting as it is to jump straight into competitive and custom games, one of the reasons Warcraft 3 and The Frozen Throne expansion are recalled so fondly is the gripping story campaigns they provided. If you're a World of Warcraft fan, these story missions would be your opportunity to play the first appearance of iconic characters like Arthas, Thrall, and Sylvanas Windrunner. Even when you're not, it is a great chance to get familiar with the advantages and strategies of every faction, and to present yourself to hero abilities and components at manageable pace. Many campaign missions rely on using the strategic strengths of recently introduced components, so result in a great opportunity to actually get to understand each instrument available, and choose which faction is the best. It is Orcs, incidentally.
Warcraft 3 played a massive part in the evolution of the MOBA, changing the competitive gaming landscape forever, and also signing its genre's death warrant in the process. Oops. Nowhere is that more obvious than how key smart hero use would be to success in competitive play. Though learning things like construct arrangement, resource management, and component manufacturing is important, nailing the way to micromanage your hero skills will wind up being the deciding factor in battle.