I've never really liked to play as the hero that saves the world, I could kind of get over it with Oblivion, you didn't need to be a chosen one to fight back the Daedra. Similarly in Morrowind there was always doubt over whether you were born as an incarnation of Nerevar or whether through your acts as an extraordinary individual you became it.
With Skyrim you're made out to be the Dragonborn, the only guy destined to save the world and I find it a bit lame really. As a result none of my characters have ever made it past meeting the Greybeards for the first time. None of my existing characters have even been to Dragonsreach.
If thats a little too long for you to read, just know that I find the main quest dull and uncompelling and I'd rather not play it. Do I need to have a degree of Main Quest progress to play Dawnguard?
(I decided to post this here because there will inevitably be spoilers if it turns out I do need MQ progress)