Enter Dimhollow Cavern from Dimhollow Crypt. In the first room, with the gargoyles in it, there is a pedestal in the center, with a Scroll of Fire Storm on it. Take the scroll. You hear the voice of Adalvald who apparently is being tortured:

Adalvald: I'll never tell you anything, vampire. My oath to Stendarr is stronger than any suffering you can inflict on me.
Lokil: I believe you, Vigilant. And I don't think you even know what you've found here.

There is a lever you can activate to lift the gate and enter a huge chamber. Go down the stairs and defeat Lokil and the Volkihar vampire. Examine the body of Vigilant Adalvald nearby. He is carrying a book, Physicalities of Werewolf, and an Amulet of Stendarr that lets you block 10% more damage with your shield.

Cross the bridge onto the circular dome in the center. There is a button there. Push it. Some purple fog appears around you. You get attacked by a vampire thrall. Then examine the braziers around you. This is a PUZZLE

Skyrim Dawnguard Brazier Puzzle Solution
Push all the Braziers so that they are in the holes. When they are in the right place, violet smoke comes out of them.

Once all goblets are in the correct place, (litten with purple fire coming out of them) the gound in the center begins to submerge. Your objective updates:

Speak to the mysterious woman.

She asks who sent you here. Your dialog options are:

Who were you expecting
A man named Isran
That's not your concern

Tell her that Isran sents you. She tells you that she does now know who that is, and asks if he is like her. Your new options are:
What do you mean, "like you"?
Are you a...

Choose the second option. The mysterious woman confirms she is a vampire. Next, you can tell her:

The Dawnguard would want me to kill you
Why were you locked away like this?

If you choose the first option, she says that you can kill her, but if people are after her, it means that there is something bigger going on. She can help you find out what that is.

Next, you can choose between:

Where do you need to go
As long as you don't get in my way

Choose the first option. She tells you that her family used to live on an island to the west of Solitude, and she thinks they are still there.

This completes the Dawnguard quest, Awakening, and starts the next quest, Bloodline.