Falkreath is the easiest, as you can get it roughly 20 minutes after starting the game. All you have to do is go to said town, and speak with the Jarl. He will ask you to do him a favor, to test you, and then to do a little Bandit hunting. After that, he will tell you to go to his hand if you wish to purchase land in the hold. Theyre usually found inside the same building as the Jarl, but sometimes you have to wait if your bothing them at an ungodly hour.

Dawnstar is basically the same, only you have to complete a little more number of tasks, one of which is a fairly long quest involving the mysterious dreams people have been having. After getting on his good side, and completing this quest, we will tell you the same thing as the Falkreath Jarl tells you. You can then buy land in that hold.

Morthal is pretty much the same, a little quicker then Dawnstar, but not as easy as Falkreath. Just get on the Jarls good side, and you should get word from him about purchasing land. The letter only comes to you if your already Jarl of a hold before loading the DLC, however ive only been given one for Falkreath on my most completed file. Id assume its just to give you a sense on how to purchase land, or that its an option, just to give people a head start.