Learning the new role

Well, DPS is "easy", all you have to do is face-smash the keyboard and you're set. OK, maybe a little more effort than that but its pretty much this: casting sequence, kill order, occasionally you'll have to think about AoE skill/spell in order to not break CC, but that is rare this days.

So whats the deal with tanking?

Well, you need to think ahead. At least to me that is the key, think, as DPS I used to only see what had a Skull > X and so on, now I'm the one setting those, PUGs sucks but you have to do it in order to improve even further (nothing test your tanking skills better as front load all out DPS PUGs).

What do I have to think ahead?

Casters! Thats right, casters. Either Death Grip, Strangulate or make use of LoS. Ranged mobs can also be dealt with Death Grip or LoS but not Strangulate.

But what about threat generation?

Death Knights threat is mostly generated through straight damage in Frost Presence, but you can, and should, make heavily use of Death & Decay which have an inner high threat, paired with Frost Presence its a good aggro boost.

Tanking build?

It is said that all 3 talent trees can tank, personally I like Frost, I'm just in love with Howling Blast, but a large amount of Death Knights Tanks I see, like to use an Unholy build, probably because of Bone Shield, 40%(20% after patch) damage reduction during 4 hits (5 if glyphed), it may sound little but it has a 2 seconds internal cooldown(if I'm not mistaken) and we parry a lot.

Currently, blood is the least favorite for tanking, not much mitigation is provided by blood saved for Blade Barrier, its a T1 talent, you should have it maximized in any tanking build, and Spell Deflection. You can also get Vampiric Blood to help those spike damage getting healed faster. The build is up to you, that is if your guild is comfortable with trying new things. Me, I'm Frost.