I bought the DLC earlier today and downloaded it on to my Xbox 360. After I loaded Skyrim, I tried and failed to get the DLC to start. None of the guards would bring anything up about the Dawnguard, and the entrance to the canyon isn't at the place where it should be. I tried redownloading the DLC, but no luck.
Do I have any options other than keep talking to guards or waiting for a courier to pass by?