Some common questions:
1. Hearthfire should trigger at 9th level with a letter from one of the Jarls offering land for sale. Price for the land is 5,000 septims. After buying follow the prompt and arrows to find your property and set up your basic house. Adding to the house will require more materials than you get for the basic house.
People are divided over which is best, I prefer Heljerchen Hall since it's on the border with the Pale and near Whiterun and I love the view, most prefer Lakeview because of its proximity to Falkreath, Riverwood and Whiterun. It all depends on your point of view. The initial letter normally comes fron the Jarl of Falkreath. Lakeview however is next door to Pinewatch, a Necromancer and numerous dangerous dungeons so it gives you a lot of fires to put out, especially if you get a family started and want to 'Tame' the surrounding area.
2. Dawwnguard activates when you hit 10th level and it is advisable to drop what you are doing, pick a faction and hit the MQ for that DLC hard. Vampire attacks in the cities kill valuable NPC's, so do Dawnguard attacks if you pick the vampire faction. It is advised to stay out of cities and settlements while the MQ for that DLC is active as much as possible.
If you fast travel- FT to an area away from the city/settlement you wish to enter and only enter during daylight and do not move about the city at night as attacks can trigger in numerous places, usually near the city gates if in a major metropolitan area.
Dragonborn triggers after doing "Dragon Rising" but can be done at any time since you have to travel to Solstheim and random cultist attacks take place in the wild.
It is advised to do Dawnguard first for obvious reasons AND be warned... Solstheim for Dragonborn is a deadly place and I would advise AT LEAST 20+ levels before even going there. People have gone at much lower levels and gotten shredded then fled back to the mainland. Be sure when you DO go that you are well prepared.