I'm not an alliance player (Horde all the way for me), so i'm not familiar with the paladin myself.
You can get a mount at level40.
Paladin's and warlocks get their own special mounts from a quest, that will start when you reach level40.
Other classes need to buy the mount of their race, or of another race if they are able to reach excalted reputation with that race (this is very very hard and time consuming).
Normal mounts cost 100gold, epicmounts cost1000gold. And you need to train a riding skill.
Paladin's cant have combat pets, but they can have normal pet's (don't do anything, but just look funny).
Non-combat pets can be bought, found, and created with certain professions (only i know of is engineering, and only at high level)
Combat pet's are only available to hunters (they tame an animal, and train it, and warlocks (they summon a demon).
For an item guide i recommand
Thottbot