If you didn't get any items, you'll have to wait until the next week when a new boss spawns. World bosses do a lot of damage and it's helpful to have a healer or two keeping you alive. Fortunately, when you get to the spawn point of a world boss you'll typically find dozens of other players looking to kill it too. That quest's icon on the map will be surrounded by the gold spikes used to denote elite enemies.
The gist: a boss appears somewhere in one of Shadowlands' four new zones, and players gather in enormous numbers to quickly kill them. World bosses haven't really changed much since they were reworked in Legion. Here you'll find everything you need to know about the four new world bosses including where they spawn, how to defeat them, and what loot they drop.
Once world bosses become available you'll want to start farming them regularly, and though the system hasn't changed much from previous expansions, it can be a little intimidating knowing where to start.