Death Knight:

To unlock the "Hero class" called the Death Knight you need a level 55 or higher of any class of charecter on the same server you want to make your Death Knight on. Then you simply Create another charecter and when selecting your class to play you pick the Death Knight.

Note: You can make one Death Knight per server. Like in my case I have three different servers with 55+'s so i have three different Death Knights.