Dawnguard is a complicated quest and should be done before any others. Here are some does and don't about starting Dawnguard.
Do save before you start the quest.
Don't go into cities at night or warp into a city when you have Dawnguard checked this will span vampires and they will kill everyone in the city and in your party plus any quest you are on will be failed.
Do store your items in your safehouse before you start the quest.
Don't start Dawnguard overemcumbered or you will trigger a vampire attack when you return to town.
Do finish The Companians before you do Dawnguard.
Don't become a vampire while you are a werewolf or you will have to restart The Companians.
Do side with the Dawnguard and get the Elder Scrolls.
Don't become a vampire because vampire perks are negitive.
Do deliver Serana to Castle Volkihar.
Don't take Harkon's offer and turn into a vampire this will forfit your rewards for Dawnguard and will make you a member of their cult.
Do find the Moth Priest and the Elder Scrolls.
Don't take the Elder Scrolls and the Moth Priest to Harkon because vampires are evil.