Well, it seems I have temporarily run out of quests until I start the MQ. So I decided to just start dungeon delving. I went into Altar of Thrond Cave and killed three Hagravens. I am worried that I might have messed up a quest, though, because they all had names. Did I mess up by killing them? Was someone supposed to send me here first?

There wasn't a MQ mission if thats what you're asking. I found that place aswell and killed them. But I can't find any missions about them.

I think they are the Hagravens who gave Hircine's power to the werewolfs of Solstheim.

From the wiki:

''The sisters were originally witches of the Glenmoril Wyrd who traveled to Solstheim to help people cure themselves of lycanthropy, however it seems over the years they have been twisted into Hagravens.''

You didn't mess up anything, there is no quest involving them.

Yeah, I killed them as we'll without checking for quests.

Just another nice little "easter egg" thing, I guess. No quest for them.