A little bit of notes for you guys:

Following the dragon attack, the dovakiin and whomever he left with(I always choose Hadvar for some reason...) Escaped through the passage to Riverwood. Riverwood is part of Whiterun hold. Helgen is part of Falkreath Hold and would receive aid from Jarl Siddgeir.

The Civil war is still quite active, so be wary of random clashes between the Legion and the Stormcloaks.

Because the war is still active, there is still Thalmor out and about.

Just make sure that when you go on the roads, it's not as safe as one may think.