Does anybody have any advice on how I should play the DLC or how it affects the Game play?

Did you get Dawnguard or Dragonborn? They're both great add-ons and there are a few things to take into account depending which one you got.

sillysoul : I actually bought all 3 of the DLC's...

thing1 : Oh, okay. That's great then! I recommend doing some of the main and side quests on the mainland before going to Solstheim (Dragonborn). Some of the quests there are doable even on lower levels but many of the monsters can be tricky... So I recommend being a level 20 or so before concentrating on that place. Personally Dragonborn is my favourite out of all the DLC. Solstheim is absolutely amazing and the main quest there is really interesting. The quests that come with Dawnguard aren't too tricky in my opinion. I can't remember what triggered the first quest in that DLC but you shouldn't have any problems doing those quests on the side of the regular gameplay. Killing vampires can be a bit tricky, though, if you're not a vampire yourself. And when you have lots of gold and time on your hands, try out buying a plot and building your own house! There are three towns from which you can buy a plot but I can't remember them all. One of them was Falkreath for sure.

sillysoul : Yeah, I made another save file because I missed Oblivion Walker, so I am getting all of the deadric artifacts that I can with the level that I am ( currently a 12, I believe ), and then just doing quests until I am eligible for another deadric artifact quest, since a good bit of them are leveled. 

My main concern was whether or not I would be able to just jump right into the DLC, or if it was better that I start the game over, because of my other file, with my level 56 or 57 character, they approached me as soon as I loaded that file after I had purchased the DLC about one of the quests that come with the DLC.