So my Xbox had a bump the other day and it was working fine until today when my HD failed and needed to be reformatted
So I did it, lost everything and felt empty. 60 hours of Skyrim went down the pan, but I didn't mind THAT much as I no longer enjoyed being a Khajiit (more angry that if I decide I want to play an old game, I'll have to play through it again)
I am now a Nord and have just joined the Companions.
Do you think I should indulge a little bit into the main story to experience dragons or should I play a few misc quests and do the Companions stuff first?

I really hate starting quest lines and not finishing them in one go.

What would you guys do?

I would just delve into the side quests first and sometimes just walk along a random path the character stumble upon and see where it takes you. Gives it some element of surprise here. (without looking at the map and such I mean)
Main quest can wait.

If you have guts (like me :hubbahubba: ), start at the VERY beginning.
I'm currently playing arena to play the whole ES-series.

What path you decide to take is entirely up to you, and only you know what you'll enjoy the most, but do keep this in mind:

Once the Dragon attacks start, they do not stop. They become a permanent fixture of the game world. If you want to wander around without worrying about Dragons, then don't do the MQ yet.