This page tells you how to start the Skyrim Dragonborn Expansion. Be on the lookout for these Cultists of Miraak

To begin the Skyrim Dragonborn DLC, go to any major city and wander about, until you are approached by these Cultists of Miraak. After a short dialog, you fight them.

Then, loot their bodies to find a piece of paper containing Cultists' Orders

You have now started the Dragonborn DLC.

The first quest is: Dragonborn