This interaction will update your quest log with the task to speak with the leader of Dawnguard. A quest marker will appear on your map, showing you where the leader is located, in Fort Dawnguard.
Head inside the cave and walk through the ravine, heading straight until you reach a large pond with waterfalls flowing into it. Keep to the right, and head up the dirt path. Follow this path until you reach Fort Dawnguard. Enter the looming fortress by following the winding path up to its double doors.
On your world map, Dimhollow crypt will show as a cave; it is located to the southwest of the Frostmere Crypt and to the north of The Lord Stone. If you have previously travelled to either of these two locations, simply open the world map using the appropriate button, select the location of your preference, and select the “Fast Travel” option when prompted.
Head back into the main room and enter the newly opened part of the crypt, where another vampire is waiting to attack you. Defeat this vampire and his skeletons, and head down the stairs on the right. After taking care of any lingering vampires, head down the next staircase, which leads to a room with three gated doors. Each of these can be opened with their corresponding pull chains. Going from left to right, the final chain is the one that needs to be pulled to enter the next chamber. The next chamber within the crypt is filled with corpses of frostbite spiders, as well as two live vampires that will attack on sight. Continue past this chamber until you reach a small wooden door, which leads to the Dimhollow Cavern
Lord Harkon will give you an ultimatum: stay with the Dawnguard but be forbidden to ever enter the castle again, or become a Volkihar vampire.
If you were a werewolf previously, you will lose your lycanthrope powers to become a vampire.
