In my opinion it depends on the Dragonborn's race. If it's a Nord, use Nordic Weapons from the Dragonborn DLC. If an Orc, use Orcish Weapons. If Altmer, use Elven or Glass.
Just use goddamn dragon bone or if you are on swotch use the master sword. 🦏.
In my head canon, the Dragonborn first equipment after escaping Helgen will be same as the art. Basically beggars can't afford to choose at the start. He was a prisoner in rags in the beginning after all.
As he made a name for himself and accumulate wealth from adventures, he will upgrade. In my head canon, he will probably use a combination of Nordic and Dragonborn equipment.
Origin Dragonborn maybe use only for Dragonborn not follower or other like weapons of The Throat. But can be founded only in museum new job for Dragonborn as Relic Hunter. That weapon only and be unlocked by Dragonborn. If you Dark Knight like Nerevarrine just ebony, if killers using daedric. But thats look like curse of fallen Dragonborn same like Alduin. For me, I just using bow like hawkeye but not arrows? Using bash or block called crithical hit, just one hit and enemy fainted. Because using medicine/ potion to made powerfull bash into far 100000% crithical hit instant death and skill apotechary. The real is not easy because using brain and time, also is natural using not mod. But not recommended to try it. If you like mathematichs you can try it?
In the promotional material the Dragonborn seems to be a warrior with iron equipment and a very basic armor but to me you should aim for the best gear of the "class" you play. That means forging and/or questing.
If you want to look badass, ebonite, dragonbone, stelrhim and daedric armor and weapons are the way to go but they are high level so you can't forge it of find it until later in the game.
If you want to look badass and identify with a faction, wear the best armor they have. The Nightingale armor is a must if you stand by the Thieves Guild and the wolf armor is geat for a warrior from the Companion. These factions also have great unique weapons.
In conclusion, the way you can equip yourself is linked to your level, smithing level if you craft and rank in a guild. The more you do in the game, the better the equipment you can access.