Incorrect - if you do the Blades dragon hunting quests, all of the Blades you recruited are at the designated dragon lair to help you.

Like Ponty said, although they don't necessarily follow, so much as move to the dragon's location, but they can make for a fun party.

Oh I see. But after I defeat the dragon, do the followers return to Sky Haven Temple? =( I really wish J had a PC right now.

Yes, they return to the temple. They aren't true followers, just backup for dragons.

Alrighty then, well thanks man!

Question: would having Martin be reborn as a female be weird, or is it justifiable b/c its a new body and whatnot?

Hi Bixran, Billy Mays here with an answer!  For the most part, everything beyond the game-play (even though you can change it to your liking) is optional; so go with whatever backstory you want.

"Since your soul has been cast into a new body, you're not the same Martin that Tamriel knew in the Third Era." - being a female is totes fine. The Nerevarine in Morrowind could be any race/gender!