The challenge was starting on a new server with no gold, no maxed professions, no bags, no heirloom gear, etc. Not quite the Ironman Challenge (which I've also tried and was taken down by Chet in Hillsbrad at level 24), but still, it's added a new dimension to the game.
It's also underscored how desperately some professions need to be reviewed. For example, I hadn't realized that inscription doesn't provide much of any use to a lowbie in the form of glyphs. Oh sure, I get a useable glyph every now and then, but I eventually just bought the ones I needed on the AH.
Cooking is a mess, and that's on Alliance side where there's a vendor from which you can buy many of the lower level recipes. My cooking is stuck at 290-ish and I fear that Blizz never changed the requirement that we farm worms in Silithus to get the last few points before Outland.
But overall, I'm enjoying the experience.