Fairly soon the transition will begin. Each expansion has been different but there is one constant; Blizzard is very tight-lipped about what's coming.
For Burning Crusade raid bosses showed up in the world (youtube has a great video of hundreds of Alliance being pwned outside Ironforge).
For Wrath of the Lich King we chased plague spreaders and became temporarily infected with plague (during which time we could communicate across factions).
For Cataclysm certain cities were besieged by elementals that had to be killed and we had to infiltrate the Twilight Hammer cult.
Whatever Blizz has planned for Mists of Pandaria is likely in this 6GB download, or at least the beginnings of it.
Usually a week or two before the release we get the update for stuff that isn't specific to the expansion; talent tree resets mostly, but other things as well.
The actual expansion with the expansion-specific things in it, like the new race and playing areas, won't show up until expansion day and will come from the disks or downloaded data.
Something to keep in mind: The expansions are messy. There are bugs and glitches all over the place, both in game and during the installation process. Stay calm.
Following the expansion there will be even more patches. Some small, some large, to debug things and add any last minute additions. After a while there will be fewer and fewer of these.