Today, a new quest hit The Elder's Scrolls: Skyrim called Dawnguard. This video provides a helpful walkthrough on how to start the Dawnguard quest. Have a look.
UPDATE: It helps if you're Level 10, according to this helpful note from the folks promoting the game: "Once Dawnguard is installed, if you're level 10 or higher you'll hear rumors about the Dawnguard from guards in major cities. You may also be approached by a courier who will give you a note about the Dawnguard. Otherwise, if your character is below level 10 or you wish to find the Dawnguard on your own, you can seek out the Dawnguard headquarters roughly east/southeast of Riften. It can be reached by a small cave through the mountains."
Dawnguard is the first piece of downloadable Skyrim content. According to Kotaku's Kirk Hamilton, who got the skinny on add-on quest earlier this month, Dawnguard will offer between ten to twenty hours of gameplay and has two different tracks: one for Vampire Lord and one for Dawnguard.