It's just a simple lore question. I hear constantly hear about the dragon crisis in Skyrim, so at the same time are dragons affecting other provinces of Tamriel? It seems like an obvious answer, but everything I see says specifically Skyrim and not Tamriel.
The return of the Dragons is Skyrim only, for the moment. Not to spoil things but the main plot spells out a fair bit about the whole return early on, so you should play through some of it at least.