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I recommend doing some small adventures that may not be connected(at first) and let the players and the situations pan out(via roleplay) before you make a commitment to some great story arc. You might find it more enjoyable and the players more likely to lead the story where you want.
One thing you have to watch for is not to make this GM creation (neutral dragon) the center of the campaign. You are not a player, your the storyteller/referee/game master. If the story revolves around you, your players will not be interested. The dragon, just by how you described it as "your character" already sends red flags up for me.
If you want the dragon to be the center of the campaign then you need figure out why the PC's should care about this creature and why is it important. Is it the last dragon? Is it part of a prophecy? Is it the calling of the PC's to protect it? What will happen if the dragon dies? What will happen if the enemy gets hold of the dragon? Give them motivation.