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The beauty in games as labyrinthian as The Elder Scrolls V: Skyrim is that nearly every player will experience them differently. You can completely avoid towns, characters, and quests and still play Skyrim for hours on end.
The trouble comes in when you add downloadable content that requires the player to have completed various quests to even find it.
Skyrim's latest DLC pack, Hearthfire, is pretty difficult to get started if you haven't done quests for the Jarls in Dawnstar, Falkreath, and Morthal. Hearthfire is all about you building your own home, making furnishings, and adopting children. If you haven't finished the main quest (which I haven't on my current character) it's likely you haven't done much at all for these three holds.
Hearthfire doesn't add new quests to the world like Dawnguard (Skyrim's first adventure-oriented expansion) does, so I understand why it did not have nearly as much prompting as the first DLC, but the only way I knew something had changed in the world was when the steward for the Jarl in Whiterun sent me a letter saying i could remodel my house to have a kid's room in it.
Skyrim's designers do an excellent job blending this content into the world so you don't get pop-ups saying something new arrived or endless menus explaining the added content, but for Hearthfire I think it might be preferable if they had included something like that. At the very least, a screen should have popped up the first time I entered my home in Whiterun outlining what I could do, and where I could buy property if I wanted to.
Without that little bit of direction, Hearthfire is a tricky DLC pack to start. Once you do, though, building and furnishing your home is a very addictive process.
I haven't spent too much time with Hearthfire yet, largely because I spent the day since the pack launched clearing quests in the three cities were you can buy land so I could even start the DLC.
Hopefully you have a better experience here than I did.