I started a new character on Fallout 3 as I picked up the GOTY edition with all the DLC. On Fallout: New Vegas they recommended being level 20 before starting the DLC, is that the same case here or will the enemies level to me? I'm level 9 at the moment. I've just been through the main Fallout 3 quests time and time again but as I've never been through all the DLC it'd be awesome to start playing those asap...

The only one I've played is Mothership Zeta, and I'd say it's fine at any level.