With a subscriber base of over 9 million players, it can seem a little lonely if you join a server with nowhere to go. To help players out, a guild system was invented by Blizzard, which allows players to talk to each other and team up to do different quests. So let's look at you're two options: finding one, or starting one up of your own...
Finding a Guild:
If you are fairly new to the game (level 15 or lower), it's pretty important you find a good guild to help you out. Each server typically has hundreds of them, and you need to know what to look for when you join one.
First off, look at the times the guild is online. You'll want to join one that has most of its members on around the same times as you normally play. If you can't play with your guild when you normally play the game, then it's not worth staying with them.
Secondly, the members of the guild you join should be around the same level as you are. Try to pick ones with members who share your chosen professions, so you can participate in quests with the guild. It ultimately comes down to what you want to do. If you want to join a guild to do quests with them, then pick a guild whose members are similar to your character. If you just want to chat with other players, it won't matter so much.
Starting a Guild:
If you can't find something you like, the other option is to become a guild master and create your own guild. This is not easy, however, and many players end up regretting become a guild master after a while.
When you start a guild you'll need to go out of your way to try and find members. The problem is that most players aren't interested in new start-ups, and would naturally rather join large, active guilds with many members to talk to. If you have some friends who play the game, then get them to join. This will at least kick start it in the right direction.
Another thing you have to do is set up a leadership chain. Many guilds don't last longer than a few days because starting up a leadership chain takes work. You need to set up different styles of command, and position your friends to take different roles.