... that when you first complete this zone
before continuing with the mainquest, you'll get much more help beyond the Citadelle entrance?

You'll meet many people (NPCs) during all quests in Coldharbour which will be there helping you in different situations later on.
The best example is Zur, he'll show up again at the Labyrinth entrance and gives you a light; without him (when you haven't done the according quest before), you'll only see complete darkness and have to just guess where to go next.
Also all the other important NPCs you'll meet during zone quests will show up at some point. They don't deal much damage, but it's really fun to see some familiar faces while being on this important mission. And they're good tanks, just by their presence

I think with 3 of my characters I didn't know this, until I found out with the next when I completed the zone first "just for fun" before continuing with the mainquest beyond the Citadelle.
Try it out, it's awesome
Venus Ocean - Breton Sorceress VR16, EP, Tamriel Hero | Gixia - Breton Sorceress VR16, EP, Tamriel Hero
Frances Demnevanni - Breton Dragonknight VR16, EP, Tamriel Hero | Raygee - Breton Nightblade VR16, EP, Tamriel Hero
Lady Olivieri - Breton Nightblade VR16, EP, Tamriel Hero | Donna Demnevanni - Breton Templar VR16, DC, Tamriel Hero
Elaine Benes - Breton Templar VR16, EP | Ray McCluck - Breton Sorcerer VR16, EP
Moonshadow Demnevanni - Dunmer Dragonknight Lvl 50, EP | Jamie Stacey - Redguard Templar Lvl 50, EP
Caia Cosades - Imperial Nightblade, EP