upon starting up your game the courier should stop you with a letter from the Falkreath Jarl. In that letter will say something like he wants to meet you. Travel to Falkreath and talk to the Jarl. He will want you to clear out a cave of bandits and after you finish that quest you will be able to purchase land. But make sure you have a lot of money because making the house uses a lot of resources and it can get pretty expensive.

Hope this helped