Greetings and Merry Met, Hal!
Firstly, best of luck in all your challenge attempts... those ongoing as well as the new ones horde-side that you are planning.
While my stable of current challengers is almost entirely horde, I won't point you towards my personal thread. I'm a writer, I'm verbose, and I know even I get lost pouring over my own past postings.
Yet if you desire, you can take a gander there as I've been playing through basically ALL of the lower level zones the the horde has to go through and note spots and quests I found tricky, decided to hold off until later, or have declined to do whatsoever to this point in time of their journeys.
But for the sake of your sanity, I'll try and thrown down some notes here in this thread for better ease.
There's not really an entire ZONE that's troublesome, though through personal travels I'd say Ghostlands is far more troublesome than what it's worth at that level (10-20). Instead, you'll begin to find the many trouble quests and chains with which the horde is saddled.
All the starting zones are fairly easy; nothing to really mention.
The 2nd zones (10-20)... Silverpine Forest has some very tricky quests at the end against some elites. You are enabled by a trio of NPCs but they are known to sometimes phase out and you are left on your lonesome. As an IMC, this situation tends to result in death. I've played through it many times, some without a hitch, some got caught on their lonesome. As with all glitches, it's a hit or miss thing; purely luck deciding if it does or doesn't strike you.
As Xaya mentioned, the rocket from Nozzlepot's in the Norther Barrens can also glitch at and you fall/crash to your death. Again, not a guarantee... sometimes you get through and land fine, but it can also equally be the demise of a challenger. There is a 'group' quest 'Counterattack" at the end of the Northern Barrens in the west (level 20) where you must kill many centaurs to get an elite to spawn. Again, there MAY be some NPC there to help you but never a certainty. This is one I have personally left until later until I was assured I could handle it alone in case the NPCs became useless.
Azshara is wonderful scenery and not terribly difficult. Just beware of Subject Four (a raptor) at the Secret Lab. he wanders a bit, often right near a device you need to use to continue a quest. this thing has been the death of many a challenger. His mechanics can even take out high levels with a one shot ability. He doesn't have a very large aggro range, so as long as you give him decent space and avoid, you can easily complete the other objectives in that quest area.
And the previously mentioned Ghostlands: The majority of the zone isn't difficult, though I often found the mobs hit just slighter harder/were tougher than their level-equivalent counterparts in others zones. What you WILL find there are many elites, many that are actual targets of quests. Two large roaming level 21 elite abominations in the Dead Scar. An ending fight to cap off the zone against a level 20+ elite who has 4-5 non-elite mobs right next to him you can't help to avoid pulling. Another level 20+ elite the target of a kill quest in the middle of a troll village. Again, as I said, unless you are doing as I do and just do all zones regardless if they are low level or not.. if you are just forging ahead.... with Silverpine, Northern Barrens, and Azshara as alternates the same level as Ghostlands.. you're better off doing one of those.
Those are the zones basically designed for initial levels for the horde (up to 20). I'll hold off on the few details I have collected on the next zones until you might be more prepared for them.
Again, best of luck!