Each faction quest line will have a different main character. the main quest and DLC main quests will all jave the dragonborn in it. The main quest and faction quests will all tie into each other at 1 point. so in the first book ( skyrim main quest ) the dragonborn will run into one of the factipn quest lines main characters. or just over hear some thing about them.
For example, when you go to Riften Brynjolf comes up to you and offers you a job. But in the book the DB will over here Brynjolf talking to some one else about the job. This person will be the main character for the theifs guild book.
Or lets say the DB runs into some one on the road talking about how he's headed to the collage of winterhold.