Perhaps he'd meet a night elf. The night elves are very attuned to nature, and Percy's connection to water (which is a big part of nature) could attract their attention. They might be more accepting of his otherworldly presence compared to some of the more war - like races in Azeroth.
He might first meet a human. Azeroth has a lot of human settlements, and it's likely that Percy would stumble upon a human village or town first. The humans would be both curious and cautious about him, especially if they notice his strange powers.
He might meet some talented witches and wizards. Maybe there would be a student who is an expert in magical beasts and they could share stories about their encounters with strange creatures.
There's also a chance that he'd meet Lydia first. Lydia has her banshee powers, and she might be drawn to Percy because of his otherworldly presence. She could sense something about him that's not of this world, and approach him out of curiosity. Their meeting could be a very intense and mysterious one, with Lydia trying to figure out what exactly Percy is.
He might meet a hobbit first. Hobbits are curious and friendly, and they live in areas that are likely to be where Percy would first arrive. Maybe he'd stumble upon Bilbo or Frodo's place. The hobbits would be really surprised by Percy, but they'd also be very hospitable.
He would probably meet Eragon. Eragon is a key figure in Alagaesia, and their encounter would be full of surprises as they come from different worlds with different powers.
If Percy Jackson goes to Valhalla in fanfiction, he could meet a whole bunch of Norse heroes. There's Sigurd, the dragon - slayer. And then there are the Valkyries who choose who gets to go to Valhalla. He might also run into Loki, who is always causing some sort of trouble. Percy would be in for quite an adventure as he tries to figure out who he can trust among these new and often unpredictable characters.
He might meet a new teacher who is secretly a minor god or goddess in disguise.
In a fanfiction where Percy Jackson goes to Azeroth, he could form alliances. Since he's used to being in a team in his own world, he'd likely team up with some of the heroes in Azeroth. For example, he could join forces with Thrall and help him in his quest for the Horde. His sword - fighting skills from Camp Half - Blood would come in handy in battles against the Burning Legion or other enemies.
Percy might meet an old enemy who has somehow been resurrected or changed in the future. This enemy could be more powerful and have a new plan to take over the world or destroy the demigods. Or he could meet a group of time - traveling demigods from an even further future who are trying to fix something in Percy's future that has gone wrong.
He could meet some Aboriginal heroes or spirits. They might have their own powers and knowledge that Percy can learn from.
He might meet Luke before he turned bad. Percy could try to change Luke's fate, convince him not to follow Kronos. It would be a great chance to save a friend and prevent a lot of the chaos that happened later.