Paladins are very good tanks in WoW. They are in fact the best in most situations, and depending on talent build.
However, it is a very difficult class to play since it requires so much attention to everything. If you want to get into it, I would recomend you sit down and read through most of the sticky posts in these two forums:
They contain a myriad of information and helpful tips for beginners, as well as advanced tactics for veterans.