Ok.. I just started dawnguard, joined the dawnguard, killed some vampires, opened serenas coffin.. She tells me she's a vampire and wants to go home and I say.."ok, follow me." I'm confused. No back story, no argument of "I'm sorry, I'm here to kill vampires.. Why should I help you?" .. just "duh, is that an eldor scroll?" "how long you been down there?" Why am I suddenly just helping a vampire?

I'm pretty sure in dialogue she says how if you kill her your just killing one vampire, not doing much. But if you follow her it will lead to something much more important. Can't quite remember what exactly she said. But if you continue playing you will see why you need her.

I guess she did say something along those lines.. Just sort of didn't stand out in my head and since all I did was drop her off and get kicked out for not accepting the gift of the vampire it seemd like a really odd little jaunt.

If I instead I went to the dawnguard and told the leader first about everything and he said take her home and learn whatever you can about the vampires and their plans

Because Bethesda didn't feel like writing two stories.