Now I understand that your first thought when reading this probably won't be "Oh my goodness you know what would be a great idea!? MURLOCS!" But this post is for the odds and ends type of roleplayers that want to experiment with something new, and that of course, is murlocs. While I myself can't really say too much about this curious little race, most of what I learned was through WoWWiki, and the rest was my own speculation. So, do with this information what you will, and please be kind.
If you're interested in creating a murloc, you first must understand the various types. Murlocs and their colors will generally hint to their habitat and preferred style of living. If you are a green murloc, you would likely carry traits closer to an amphibian and likely live on the shoreline, remaining for the most part, as semi-aquatic. However, if your murloc is blue, it could likely hint that it spends more time in water than their shore dwelling cousins. This of course could affect the way your murloc looks, feels, and interacts with others.
While I can't say that I've roleplayed as more than one murloc, I have been around enough murloc roleplayers to know what type of roleplay would/should be suitable for certain settings. Naturally, if your murloc is wild, and crazy, and slamming its face off of a table, it probably has had little to no interaction with another self-aware species other than its own kind, and therefore, it would likely avoid going against its own natural instinct to simply waltz into a dangerous city. Quite the contrary, if your murloc DOES end up waddling into a city, then their curiosity has either betrayed their instinct, or the murloc trusts in him or herself enough to survive a confrontation.
Regardless, whether your murloc is wild and untamed, or quiet and curious, it has been shown that many murlocs have been capable of learning languages such as Common, should that murloc have felt the need to do so. This need could be several things, whether they desire currency (Shiny objects that catch its eye and are pretty to look at) , to having the desire to travel elsewhere (Wants to reach another coastline, best to hitch a ride), and other simple minded tasks of the like. It is best to always have a reason. With that being said, try not to over do it.
If you do have the desire to make your murloc capable of speaking a language, do try to be realistic and understand that many of these creatures are simple-minded and should (Most of the time) only know words that are vital to communication, such as a brief greeting, or a muddled version of what it is that the murloc wants, or even their reason for concerning themself with land creatures. When in doubt, let the murloc learn through in character confrontations. A good rule of thumb is to make a small list of words that your murloc knows from the start, and work your way up. A good way to implement the learning of a new word is having your character listen, whether a character is speaking to them or another, and then attempting to say it themself. Intentional mispellings or simply 'mrgl'ing the end of the word for example could be a great way to show other characters that your murloc is learning, and a bit more intelligent than the average water dweller.
Many believe that all murlocs only worship one deity, when in fact, religion is about as diverse as it is in today's society. Some tribes of murlocs will worship the Deep Mother, which is believed to be the protector of ocean life and other things of the like, while others could worship a different variation of what they believe is the Deep Mother, such as the Tidehunter, or other. However, many murlocs may praise a living creature as their deity. For example, if a tribe worships a shark, it is because a single shark displayed an act of power, either by killing one or two of the tribe members, or by killing another predator of the deeps. The murlocs will praise that creature as their god/goddess until another creature displays an act that the murlocs deem more powerful than the last, such as killing the shark.
Taking this into speculation, I personally believe that some murlocs could also praise objects for their powerful, interesting, or unique properties, depending on the personality of the murloc. If your murloc by chance stumbles upon a potion that makes them grow in size, they could immediately formulate a deity in their head in regards to that potion, naming them 'Potion God' or something similar, until of course something better comes along.
Utilize this guide however you would like, I hope many of you find it useful, and if there are any (Constructive) comments or other questions I can try to answer them to the best of my ability.