Pally tanking isn't too bad, but it is different from every other tank class: Pallies are the only class where your threat generating capability drops as the fight progresses. Warriors and Bears both deal in Rage, rage generation is only a problem early in the fight. Likewise DK's with Rune Power. But Pallies generate threat via mana, and mana generation can definitely slow you down, especially if you're doing consecrate to generate AoE threat.
The best nuts and bolts numbers are at Elitist Jerks. Their protadin thread is so complete I'm not going to try and complete.
You have two taunts: hand of reckoning, which is a traditional single target taunt, and righteous defense, which is different in that you cast it on a FRIENDLY that has drawn aggro, to pull off the mobs. This will take some practice because most group taunts are AoE.
Watch out for mobs who have heavy
magic resist spell damage reduction, or mobs that throw mana burn around. Since your aggro depends on mana, you can find yourself unable to generate threat.
Damage mitigation is where pallies shine. They are extremely hard to kill under normal circumstances. You don't really need to worry much here. Remember, if you bubble, you lose aggro in the worst way.
This brings us to the last point: DO NOT LOSE AGGRO. Warriors and Bears can pop an AoE taunt and be fine. They can also charge, to re-engage mobs that run off. Pallies weird targeted taunt is not nearly as cool, and when you lose aggro, and mobs start ping-ponging, you can very easily target the wrong friendly, and waste your only multi-mob taunt. The benefit of mana-based threat is that you can go nuts early, and hopefully build a good lead on your DPS happy partymates.
Avengers Shield and Exorcism are your long-range threat builders. Avengers shield is a pretty good tank tool: long range capt america style shield toss that hits 1-3 mobs. Good for a 3 pull, terrible if you only want two out of five or so. Exorcism you should know well from Retadin.