I came from a paladin as well so I can understand that sometimes it might be tricky to hold aggro on multiple mobs. What you are usually doing is this (in some fights and later on with prot spec things might differ here and there, because you have Shield Slam and Concussion Blow that you can include in your rotations especially with groups that can nuke targets very fast):
You mark your main (skull), secondary (cross) targets and CC first.
In Defensive Stance you pull with your ranged weapon and use Bloodrage and Battle Shout. Energy gains like the rage gain from Bloodrage will cause threat on each mob in combat and Battle Shout will do 55 unmodified threat on each mob for each party member buffed. Thats why you use those two abilities immetiately so you have some initial threat on each mob right after the pull.
The rotation afterwards is just simply Revenge when it comes available and otherwise Sunder Armor (you most likely will not have Shield Slam at this point). First Revenge/Sunder your main target (I use like two abilities, like SA+R or SA+SA, total on the main target before I cycle through the remaining targets). Put one Sunder afterwards on the other targets that are not CCd. Then go back to your main target again and so forth. You will get a feeling for it.
Try to build up some rage before one fight ends for the next one. Anger Management is very useful here as your rage will not decay that fast.
Don't waste rage on Thunder Clap if you need it for building up threat on multiple targets. You might lose rage because you have to switch to Battle Stance before you can use it. Also Battle Stance has a 0.8 threat modifier (so for example for each point of white damage you deal you get only 0.8 points of threat). So all abilities you are using while in that stance cause less threat. Same goes for using Whirlwind (usually).
All damage you deal does extra threat when you are in Defensive Stance (1.3 threat modifier or 1.495 if you have 5/5 Defiance). So if you have an encounter with many non elite mobs you can also just pull, use BR and BS, gather the mobs together and use some explosives. Explosives benefit from the increased threat in DS as well. Afterwards you can use Demoralizing Shout as it does 43 unmodified threat for each mob debuffed (so DS threat is higher if you debuff 7+ mobs compared to BS buffing all party members and yourself. And most of the time at this point not all of your party members are in range as well). Then others can start AoE and you just cycle through and use Sunder Armor/Revenge.
You can also use Rage Potions for some extra threat on all mobs in combat (remember all energy gains cause threat). Plus you have some rage right away to start with.
Some healers might HoT you before going into a fight. Click that away before a fight as you might lose aggro right away on the first tick in combat. Especially if you want to break Line of Sight to get casters to run to you that can screw things up. Also click away Powerword: Shield if you not about to die as you will generate less rage (less incoming damage).
Remember how Taunt works. It will put you on top of the threat list equal to the player that has aggro currently. So if you are not able to put enough threat on the mob while Taunt is active you will lose aggro again. Conclusion is that you should never use Taunt with 0 rage. Always use Taunt if you have rage for SA or any other ability that does a high amount of threat that you can use right after.
If Taunt is on CD switch to Battle Stance to be able to use Mocking Blow (it costs 10 rage so it's always good to have at least 2/5 Tactical Mastery. I usually go with 5/5 to make Anger Management available though). Mocking Blow does not work like Taunt though. It forces the mob to attack you, but it does not modify your threat in any way. So use Mocking Blow and if you notice that you still did not catch up on threat it might be unavoidable to use Taunt and another ability right after to get ahead again. So often Mocking Blow is just a filler as long as Taunt is on CD. You can use Concussion Blow for that as well if you have it later on.
Always tank with the back to the group at max melee range. The mobs you are tanking will have to run through you if you lose aggro. That gives you more time to taunt or whatever.
Tank the group out of melee range of casters. Reason is that they need to do 130% of your threat to gain aggro as long as they are not in melee range. I think for melee range its only 110%.
Thats all I can think of right now. I hope I got everything right. It's been a while.
Edit: For leveling I recommend you to go arms. Sweeping Strikes is just awesome for leveling especially if you combine it with Whirlwind. It enables you to kill two mobs in the time it usually takes to kill just one. And it seems to mirror critical hits as well. So if you Overpower and it crits (which happens really often if you improved it) Overpower will also crit the other mob if Sweeping Strikes is active. Early arms talents are more useful for tanking as well compared to early protection talents (especially Tactical Mastery and Anger Management). And arms is better for PvP too which you very likely can't avoid when leveling.
Never go Fury and dual wield as you will miss really often with your offhand without any +hit gear. So you miss out on both damage and rage. I never tried leveling as 2H fury though.
I think I went for something like this:
31/5/0 (I played a human warrior so I used Sword Specialization but that part is really up to you).
