As you already said Paladin and Warrior are two different classes. Beside that and all the difference that two classes care with each other, there is something else that you need to know and it is connected to the Burning Crusade, as you noticed as well. Before burning Crusade you were not able to play Paladine if you were a member of the Horde, just if you belonged to Alliance. This is something that doesnt matter in the Burning Crusade and if you have a desire to play as a member of a Horde and belonging to a class of Paladine, you will be able to.