Im guessing that the expansions starts with the quests, the one with the prophet, and the other one the gate that has opened in a lake to the south, is this correct?

I havent done much of the main questline, just until iv delivered the heir to the blades fort in the north, instead i have done some fighers guild quests, a little mage guild and some others.

Should i wait for the expansions until i have done the main questline? I think my warrior is about lvl 20now, does level matter?

Whether or not you have done anything with the main questline doesn't matter. Your level does matter, though. You won't receive the best possible versions of some of the items from the addons unless your character is level 25+, and in some cases 30+.

In some cases, it even depends what level your character was when you installed/enabled the plugin. Both Vile Lair and Battlehorn Castle have the problem of generating their loot based upon what level you were when the plugin was enabled. If you started a new character with these plugins enabled, then when you get around to exploring the areas, you'll find that they contain level 1 loot.

See the http://www.uesp.net/wiki/Oblivion:Official_Plug-ins for more detailed info.

Be warned, there is a bug with KotN, never had it myself, but widely reported, that can stop your character from sitting. I would enter the Shivering Isles, and complete the Thieve's guild quest line, before finishing KotN

I dont wanto read to many spoilers on those pages.. Coud you tell how you get the quests started? Am i correct in what i thought would start them?

Im not in the thieves guild, wouldnt that stop me from being in the fighers guild? Is it nesecary to be in the thives guild to play those expansions?

You are indeed correct about the quest starts. You do not need to be in Thieve's guild at all. I was just saying if you wanted to do Thieves', betetr to do that first just in case you get the bug. Better indeed to go the way you are going, and some time in the future start a new character to do thieves and Dark Brotherhood.

Apart from the two loot level glitches, there's no reason not to start any quest lines at any time. You really don't have to do only one at any time, and you can stop any of them at any point. Go take a vacation in the Shivering Isles any time you need a change of scenery. Do a quest or two and come back to Tamriel, the "Strange Door" remains open the whole time.

What was said about the "best" equipment only being available at higher levels is also true the other way round. If you want to collect a complete set of certain equipment, the low-level items may only be available early on, so go fetch those now, and come back for the high-end part of the collection later.
I wanted a Golden Saint Axe for one of my characters, and they stop using those at around level 5 and switch to swords, so I went there first and left as soon as I had one. If I remember right, I didn't go back before level 25+

That same character started the Thieves Guild line, did one quest to get access to fences, and went no further. Many people join the Mages Guild and stop doing the quests after they can access the University. Play it the way you want to.

If I had to do it all over again I would probably bounce in and out of Shivering Isles as my character grew, and wait to do KOTN until I had a high level character.