how are they? worth buying?
whats the first dlc?

Dawnguard - hell yes
Hearthfire - there's a mod that in my opinion works better
Dragonborn- looks good, excited to try it out.

definitely worth buying if you want to continue playing skyrim. Replay sucks in this game, so get new content

do i have to buy hearthfire to be able to play dragonborn / dawnguard?
since hearthfire is like a mod and not really a new content..

they are all independent