I'm trying to get some work from Hod in Riverwood, his wife said to talk to him about getting some work, I'm trying to get some firewood so that I can improve my Bow, but when I talk to him he doesn't give me the option of any work. I have the woodcutters axe which I found on the workbench behind the lumber mill... What's going on?

Go to the stump with the wood peices scattered around it and start cutting wood, then when you've gotten bored of that, or have an ungodly amount of wood, take it to Hod and he pays you for it.

1) Find a woodcutters axe
2) find a woodcutting station (there are two right beside the mill in town)
3) interact with woodcutting station with woodcutters axe in inventory
4) do this as much as you want
5) find Hod and talk to him with the firewood you just chopped in your inventory
6) ???
7) Profit

Awesome! Thank you, I didn't know you could just do that, I thought you had to start a conversation with him first about looking for work.