Deepholm is one of the new leveling zones in World of Warcraft: Cataclysm. Eventually you’ll end up being able to travel there via portal in your capital city, but you’ll have to get there first and do some quests.
In order to receive the quest, you first need to be level 82 or higher. Once you’re level 82, check out the Hero’s Call Board in your capital city if you’re Alliance, or the Warchief’s Command Board if you’re Horde.
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You should find a quest to venture to Deepholm. It won’t take you directly there, but follow the quest chain and you will get there. Once there, you will find a portal back to your capital city in the Temple of Earth in the center of the zone.
Tip: Purchasing or creating some Potions of Deepholm can essentially give you an extra hearth, since there are portals from there to your capital city.