I was wondering how you all might be pacing your character through the story. Personally, I'd find it pretty disappointing to fight dragons and save the world at a mere level 8 or so. So far I'm about 10 hours into playing my Dark Elf and I haven't even touched the main quest. I'd like to experience the world first and become a part of it. I'm spending most of my time hunting, crafting, and working on some of my other non-combat skills. I also just joined the companions so I'll slowly be chipping away at that as I complete other side quests and tasks, and explore Skyrim.
I'll probably decide to start the main quest when I'm level 20 or so. That seems to make a bit more sense to me, and by then I'll be better prepared to fight the dragons.