Hi! So the joy of ESO is that you really can wander around doing whatever you like, I'll try to provide some clarity.

So Vvardenfell is now the new starting zone, but you can also work your way through any of the zones in order - or go through them in the order they are for the faction. DLC zones can be completed in any order, but they happen chronologically a little after all the faction zones.

For the Pact, that's Bleakrock Isle -> Bal Foyen ->Stonefalls ->Deshaan ->Shadowfen -> Eastmarch -> the Rift
For the Dominion, that's Khnarthi's Roost ->Auridon -> Grahtwood -> Greenshade -> Malabal Tor -> Reaper's March
For the Covenant, that's Stros M'Kai -> Betnikh ->Glenumbra -> Stormhaven -> Rivenspire -> Alikr Desert -> Bangkorai

Now, the Pact storyline is pretty fragmented, so you should be fine to do that story in any order. The Dominion story is pretty linear, so it will make more sense storywise if you complete the zones in order. The Covenant will make more sense in order, but its not necessary.

A chronology for content (suggested only - this is close to how you would complete content before One Tamriel opened everything up - but you can really do it in any order you want):
1. Your first faction, doing the Main Quest, Mages Guild, and Fighters Guild quests as you advance through your faction zones
2. Coldharbor, where you'll advance the main quest and eventually finish the Main quest
3. Your second faction (Cadwell's Silver)
4. Your third faction (Cadwell's Gold)
5. Fit in the DLC content and Craglorn in wherever you want.

Again, the order in which you do things doesn't matter anymore. While you certainly can clear the Stonefalls World Bosses (which will require a group although they may not be quite as hard as Vvardenfell's) while you are questing in Stonefalls, they and all the content is leveled to CP 160 as are you, so that you can complete all the content at any time. It will never matter that you are not at a beginning level when it comes to killing things because enemies and yourself are all battle-leveled to CP 160. As you level, you gain in skills, attributes, and armor/weapons. (Everything used to be level-locked before One Tamriel, and you would not be able to roam anywhere near as much as you can now.)

Group Dungeons: You can use the group finder or you can form a group and travel to the dungeon through the map. For group finder, just choose if you want to be a DPS, a healer, or a tank. You can select specific dungeons or a random dungeon which will be selected from a list of dungeons that are unlocked for your level (you can check the list by seeing which specific dungeons you can queue for). You can manually travel to any group dungeon, even those not unlocked. DPS will typically have a longer wait than tanks or healers.

Guilds: you can be in up to five guilds, so many people use those for different things. I myself am in a guild with just my IRL friends, 3 trading guilds, and a PVP guild. Basic types of guilds: (although many guilds will combine parts of different types)

• Trading Guilds: The game does not have an auction house, instead guilds compete to hire traders that are located around the game world. Busy locations like capital cities get competitive. If you join a trade guild that owns a trader, you'll get access to 30 slots to sell items on the guild trader's location which you can access through any bank. You'll want to pick a trader that fits your needs. There are trading guilds that are low-pressure, no sales requirements, no donations, and there are trading guilds who might have a weekly sales requirement or required donations in other to fund their weekly guild trader bid and keep their spot. There are many trading guilds and I'm sure you can find one that works for you. It can be as easy as asking in zone chat for a low pressure trading guild. (if you want to trade without joining a guild, you can try selling in zone chat.)
• PVE Raiding Guilds: These guilds focus on PVE content like group dungeons (4-man dungeons) or trials (12-man end game dungeons). Some trials guilds will have requirements, but most should provide training for how to become better with your chosen role. If you want to run group dungeons or trials regularly, it can be helpful to have guildies to ask instead of relying on groupfinder. I've filled in for people who needed help in a dungeon who asked in guild chat.
• PVP Guilds: These guilds run in player vs player zones like Cyrodiil, Imperial City, Battlegrounds (4v4v4) or dueling. PVP in Cyrodiil and Imperial City is determined by your faction, so pick a guild that fits your faction. Most PVP guilds run regularly and will help new members find their feet in PVP.
• Social Guilds: These are good places to hang out and get to know your fellow players. Many guilds, not just social guilds, will have events, raffles, auctions, and quest events. Additionally, a guild is a built in place to go "hey, I've got a question..." and get help from your guildmates. Many times, guildmates will help each other with crafting gear or with transport, since you can travel to guildmates for free. Some guilds will also have guildhouses where they might have various crafting stations, especially set crafting stations, so you don't have to run all over Tamriel to craft your gear.
• Roleplaying guilds: These guilds have a theme and a story that they focus their roleplaying around. You might see Dunmer guilds roleplaying about the Great Houses or vampire guilds trying to put a vampire on the throne of Cyrodiil as part of their roleplay. if storytelling is something you want to explore, look for a cool bunch of people who are telling the sorts of stories you want to be a part of.

I'm probably leaving something out here, but overall guilds form an important part of the society and economy of players in Tamriel. You got five of them to use, and you can leave and join guilds without any consequences. If a guild isn't right for you, leave it and find another that will welcome you.

Cyrodiil - heh, I started going into Cyrodiil in order to get skyshards and fish. I've kept coming back and now I regularly PVP, so...
Start with Joy_Division's guide to the midyear mayhem event. It'll explain a lot about how Cyrodiil works and how to be effective: https://forums.elderscrollsonline.com/en/discussion/360956/joy-s-advice-for-midyear-mayhem-event/p1
There are multiple campaigns, including Kyne, which is a no CP, below level 50 server. If you want to start getting into Cyrodiil, Kyne may be a good place to start.
As for getting mauled, I'm pretty sure that everyone who goes into Cyrodiil as a new player gets mauled. Eventually, you get experienced enough to maul back I wouldn't worry about getting mauled, just keep going and keep learning.

Crafting - definitely start researching traits. Crafting is useful right now if you are relying on yourself to craft gear as you level, but if you can get gear from a guildie (if you have the mats, many will help craft training gear for you) or want to rely on looted gear, you can afford to wait on investing skill points into crafting. You will have enough skill points as you level to do all the crafting disciplines as long as you gather all the skyshards.

Now that I've written you a small book in reponse I'm really happy that you are enjoying the game! I hope you continue to have fun in Tamriel.

Welcome to ESO!

1. The whole game is scaled to max level, so no zone is a higher level than any other. Some monsters have different skills and strategies, so you may do better against baddies that have attacks that are easier to anticipate, but it's not like those "harder" mobs are a higher level. When I leveled my main, the game was still scaled to different levels per zone. I went from the starter zone of my alliance and picked up the main quest, Mage's and Fighter's guild quests and every side quest along the way, completing each zone fully before moving on to the next. This is how the game was initially built to be played, but you don't have to do it that way. If you did all the side quests first, you'd be revisiting some of the same locations again later while doing the main quest instead of knocking both out at the same time. So, not a big deal either way.

World bosses are intended to be fought by a group of players. It is possible to defeat most of them solo, but you'd probably want to be max level with good gear and a great understanding of your character's gameplay first (basically being at the point where you are able to beat Veteran Maelstrom Arena). You can ask for help in zone chat. Some zones have sharable quests for defeating world bosses. So people will group up to share and complete those quests together pretty regularly.

2. Group Dungeons are little self-contained stories, meant to be completed by a group of 4 players (usually 1 tank, 1 healer, and 2 dps). The real benefit of completing them comes at level 45 when you can start doing Undaunted daily pledges. They also award a skill point for completing their story. The group finder tool is your best bet while below max level. Just que for random normal dungeons and go about your business questing until you get formed into a group. Let the other people in the group know this is your first time in that dungeon and that you will be completing the quest. Later at max level, you could ask in zone chat in any of the zones where an alliance capitol city is, as people will often be forming groups for the Undaunted pledges there. This also goes for guilds.

3. Guilds serve several different functions. A dedicated trading guild is mainly a guild to make money by selling stuff in their guild store. They bid for highly trafficked city vendor spots to maximize visibility, which is expensive, and so these guilds are often aggressive about removing inactive or unprofitable guild members, and may require dues or participation in raffles to help support the guild's ability to bid for their vendor spot each week. A trials guild is focused on end-game group play, completing 12-man trials, which are the hardest content in the game. PvP guilds obviously focus on that. Some guilds are more casual, focusing on being social, grouping up for overland or 4-man dungeons, etc. And some are focused on a particular niche, like a guild for crafters or home furnishes or warewolves/vampires. So you just need to consider if you have an interest in any of that stuff, and if so, seek out guilds that do what you like. Personally, I am in one casual trials guild and 4 trade guilds (cause I sell a lot of junk).

4. Yes, PvP will likely eat you alive if you allow yourself to be focused by enemy players. This will be true until you are max level and are yourself a good enough player to fight competently against other good players. That said, if you go to Cyrodill and can go where there is big action (i.e. a bunch of players from your faction fighting for some goal), you can tag along and try to do what you can to help. If you stay out of the line of fire, you'll be pretty safe in that situation. Just don't go running off by yourself.

5. Crafting eats a ton of skill points. Around level 40 or so, you usually have most of the skills and passives you really need, so you can spend points into crafting. But you should never give up a skill point that could be used to make you more effective in combat to increase something in a crafting line. Most leveling can be done just with dropped gear anyway, so it's not urgent to get it done. Research is the most time consuming element, so you can get that knocked out as you go. Maxing out your crafting line will happen naturally over time via deconstructing, and you could also complete crafting writs each day for a big chunck of crafting xp.

Let me know if you have any other questions.

Group finder and Undaunted pledges are completely separate. The pledges require you to complete (i.e. kill certain bosses, the exact list is in the pledge quest) in a dungeon. Or three, one from each pledge giver.

When done, you turn in the quest at the pledge giver and receive your key(s) and transmutation geode. The dungeon on the map will not change color, it does that once you complete the quest. Vet HM dungeons give you two keys, everything else gives one key.

The group finder is used if you're alone, or don't already have 4 players in your group, and want to "fill in the ranks". A side effect, and a reason why also ready-made 4 player groups can enter the dungeon through the finder, is that you get a 25% buff on your spell and weapon damage, as an incentive to use the finder.

If you have a pre-made group, you don't need to use the finder, you can just travel into the dungeon at a wayshrine or by using "Travel to player" on your group mates.

Don't worry about the dungeons' locations. Even before One Tamriel, you could (and can) do instanced PVE group content with any other player, regardless of faction. Since One Tamriel even in overland zones the factions don't play a role anymore. They now do so only in Cyrodiil PVP. (For the history fans: Before One Tamriel, you could travel only to zones of your own faction before reaching level 50, and afterwards go to special instanced CP160-scaled versions of the other factions' zones. Since OT, everything, players and mobs, are scaled to CP160 if they're lower.)