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If you hang around Whiterun, someone will approach you about Dawnguard. They found me by the blacksmith in the front. You need to get the mission to access DG.
I figured it out! It isn't a glitch, just really bag design. That are where you can't walk past is just park of the game. You have to turn around and walk back and hug the mountain on the right. There will eventually be a crevasse with two torches. It is called Dayspring Cavern.
I'm having the same problem with the XBOX version of this. I talked to someone to get the quest to go to DG, but it won't let me past the bridge. Any updates on this?! I'm lvl 30.