I want to start a quest roughly after the player kills the first dragon just outside whiterun. In this manner, sometime after that, a courier appears and hands him a letter that triggers the quest. Does anyone know how I do this? or where I can look in the CK to get an idea of the script involved?

You probably want to set up the courier, courier gives the note, on the note itself is attached the script OnRead SetStage Blah, or something similar.

ED: Wiki'd,l it probably goes

Event OnRead()
SetStage MyQuest1 10

ok, but how do I make the courier spawn and find player?