Craglorn is a questing zone originally designed for high veteran rank characters (max level was VR10 at the time). It's mostly group content, including delves and quests. You can go there solo later when you're stronger - or right away with a group. But solo as VR1 there isn't much to do except harvesting (nodes in Upper Craglorn have a chance to spawn nirncrux) and writ turn-in.
I recommend doing Cadwell's Silver first, you'll get a few levels and more skill points. But you can at least take a look at Craglorn and see if you can find something for yourself there.
I just hit VR ranks recently and have the quest to visit Craglorn. I do not know much if anything about Craglorn. Is this a high VR place? Should I continue with Cadwells Silver then gold before heading to this area? Is it a dungeon? Questing zone? I found no information on it and have no tips in game on what its purpose is, so I assume it is for high level VR players?