So sell them at first? Is there an infinite number of Dragons so I can farm more in the future?
Best thing you can do is dont progress in the main story at all until you buy a house...which should right around level 3 to 5 (depending on spend happy you are) because you dont really need to buy anything yet. Once you have a house its handy to get a companion to use as a mule, after all for every hit your companion does on an enemy thats one more swing or cast you have to do to level. Once you have a house just start storing all your craftables in it so you can start leveling your crafting skills after level 10. Your first 10 levels should be combat focused or the game will start to become VERY difficult. Put a perk or 3 into enchant or smithing but save the rest for your dps tree.
Sorry, got off track a bit but you should hold onto em if you plan on crafting in the future....sell if not, but a house is a must have in any ES game. Or marry someone and their house becomes yours! Question is, do they get into your stuff?.....