Hey,
When I was walking towards Solitude, I saw a dragon that flew underneath the surface. Okay, just a glitch I suppose...? But when I entered the city, a dragon appeared at the castle dour. Anyone had the same weird event?

Yes, Dragons attack inside of Solitude are normal and been in the game since it came out. Unknown if its a bug or that all cities are suppost to be like this. The only cities I never seen a Dragon attack inside of it execpt by quest is Whiterun and then there is Winterhold too.