Your Adventure: While travelling in and around Riverwood, most of Dagny's group was overtaken by a coven of Vampires. Many of those travelling with her, including all of the Guards, were killed and the few survivors were taken hostage by the undead. Including Dagny herself, who feigned being Enthralled, pretending to be under the Vampire's sway while secretly protecting the others and learning more about her captors... and looking for some opportunity to escape back to freedom.
Crossing Paths with Yvaine: Dagny was on the hunting trip where Yvaine was assaulted by the bandits as well, her friend having dragged her off with her for 'a bit of fun',-- such that she was there when the Bandit's attacked and this was the first time that she was driven to summon a wild Atronatch,-- revealing her magic to Yvaine and giving both girls a chance to escape the oddly organized ambush.
Skyrim & the Civil War: Dagny sees the new order as a chance for things to change for women and other minorities. Too often relegated to roles of service, it is possible for change to be worked into a new order and more status be given to women,-- and not just those who fight and die with the men but to all women! The chaos of the times makes this all possible; Ulfric and his Stormcloaks are the opposite of the tact that Skyrim should take however... backwards, instead of forwards.. enshrining the past rather than forging forward.