I'm level 50. . . I'm Archmage of the College already. . . I have 94 in Destruction, already have my Smithing Skill to Legendary, I'm a more than decent fighter with my sword skills and decent blocking power with a shield. . . My Enchanting skill is about 85, etcetera.

So, I haven't made the long road to Kyne's Grove with Delphine Yet.

I haven't started Dawnguard yet.
I have Falskaar also installed. . .

Boy. . . anyway, which one should I pursue first? Also, how easy is the Agent of Mara Quest, I want to do that before doing anything important, but I don't remember if it's too difficult or not.

The Agent of Mara quest is three pieces and none of them are hard. The reward is pretty handy as well.

Dunno on DG vs MQ. Delphine's on hold in my game as well while my char is doing DG - and having great fun.