So I know I have to go retrieve an item and then go to the tower to fight my first dragon, but I have decided to join the Companions first and do quests for them. Is this going to mess up my game if I don't feel killing dragons until im around level 20-25. I kinda want to "save up" the dragons I have to kill for when im higher level (more fun ways to kill them).

You can hold off on the main quest until youre ready, itll always be there.

no problem to play as you want here.

Dragons will keep respawning even after you have finished the main quest. Only drawback of not doing the main quest early is that you can't learn some shouts.

So you don't need to keep the dragons till later as the dragons won't extinct in this game. On the contrary more dragons will spawn as you've finished more parts of the main quest.

Thats what Skyrim is all about..do whatever you want

Yay!!