Ragefire Chasm- won't be able to enter it till level 15 I believe. If this is your first horde toon though I'd honestly recommend leveling with the quest and without heirlooms or a guide. For me personally I've never gotten attached to a character who I spammed dungeons with and normally I quit them around 60 because I can't be bothered with the toon anymore. Can only kill so many loot piñatas before I get sick of it.
Level your hero. You need to start leveling him from the moment you have 2-3 units. This isn’t necessary. If you have KotG, DH, BM, FS, or AM you don’t even have to wait for units. However, with the help of units, your hero can very easily overcome creeps. Among players there is a certain understanding – creeping. Creeping is the destruction of neutral units in order to gain experience. If you kill a creep you earn gold. A gold number and a plus sign will appear on the screen. Sometimes, you need to kill them in order to earn more gold for building purposes.