You have to be at least level 10 to start Dawnguard. Once you hit level 10 you will either be greeted by an Orc who talks about the Dawnguard, or you will hear "Heard their reforming the Dawnguard in the old fort near Riftin. Might consider joining up myself" from the guards. That will give you the "Dawnguard" quest in your journal, and off you go.