You can start Dragonborn immediately after leaving Helgen... though the story won't actually progress until after you start Horn of Jurgen Windcaller... I personally don't reccommend doing Dragonborn until after the main quest line,
but I just like Miraak's dialogue if you have killed Alduin. xP Makes him sound like an arrogant prick (which he is).
Although, I must admit, I do enjoy several aspects of the game, but on the whole, I was simply disatisfied with Dragonborn. They made the Boss battle way too simple. I think I one shot him with a Daedric Bow... ._. Then also there's the whole "Dragon Rider" concept, which is totally misleading. I assumed we'd be able to control the Dragon, but noooo... it flies in circles above where you "tame" it... you can fast travel a lot faster on Dragons, but other than that it's pretty much pointless to actually ride a dragon, other than to say "OOOOOH LOOK AT ME!!!