Hmm, if you don't know your way around Terminal, I think the easiest way would be: 
  
1) Enable "New Terminal at Folder" by going to Settings -> Keyboard -> Shortcuts -> Services -> Scroll to 'Files and Folders' and check 'New Terminal at Folder'; This will let you launch terminal straight into any folder in Finder. 
  
2) Now go back to Finder and browse to where you have the WoW Classic unzipped; mine was in Downloads.  Now right (two finger) click on the main WoW Classic folder and from the menu go to Services -> "New Terminal at Folder"; this will launch terminal already in the folder you want. 
  
3) Now run the command I list above: chmod +x "Wow Classic".app/Contents/MacOS/* 
If it's done right, you'll get no error and act like you just hit enter.  But if you open the WoW Classic icon, it should now run. 
  
UPDATE: I just entered the world for the first time, woot!