Is it possible to start a brand new game, travel straight to Windhelm and then hop a boat to Solstheim??

As long as you've got the 250 drakes I believe so, dunno how long you'd survive though...

It just seems to me though that you could get some much better equipment early in the game if that were possible.

not to be a party pooper, but probably not. The dragon born storyline is very much based around YOU being the dragon born, so it wouldn't make much sense if you could go start start the dlc quest without first starting the main

There's some evidence on the net to support that you can but with very limited options.

You can go to Solstheim whenever you want. Can't start the MQ though.

Yes you can go to Solstheim as soon as you start the game, you just won't be able to do the DLC mainquest.