Then, create a second character, and play them through the Lone-Lands.
After you have your 2 characters, you should be better acquainted with the game and how it works. Decide if you're having fun and wish to continue.
If you aren't having fun, you can simply stop playing no harm, no foul.
But, if you are having fun and want to continue the adventure, you have 2 options; Become VIP, or buy content with TP.
I'd advise everyone to get at least a month of VIP at some point, the unlocking of your traits and class tiers alone make this a wise decision, add in the 4th/5th bag, gold cap removal, swift travel, etc. is just gravy. Not to mention, you're renting access to all non-expansion quest zones.
Regardless, after Lone-lands, Evendim will get you from 30-40. From 40-50 is a bit trickier, but if your VIP, you've got access to all zones in that level range. Else, if you're buying quest packs, you're going to need 2 or 3 quest packs to cover 40-50.
From 50 on, you're into expansion territory; Moria (50-60), Mirkwood (60-65), Isengard (65-75), Riders (East Rohan, 75-85), Helm's Deep (West Rohan, 85-95).
Though, there is some overlap with the non-expansion areas in between the expansions that VIP's get access to; Lothlorien (60), Enedwaith (60-65), Great River (70-75) and Wildermore (85). So, it's not necessary to buy every expansion.