Well, have you started the main quest yet ?
It's probably this.
I think Dragons are similar to Random Oblivion Gates that begin to generate after an early point in the main quest.
Once you do the first few missions they start appearing very frequently around habitable places. (not in the towns that have their own zone, like Solitude (But they do show up outside the zoned towns). But the smaller ones that are open to the rest of the world, like dawnstar.)