Yes, finish the OC then make a new character for the expansions. Some people don't like the OC, but I do, and it is a great way to learn how to play the game.
One of the great things about NWN is that there are many ways to play it. I have played SoU and HotU as a Fighter / Bard / RDD, a Fighter / Rogue / WM, a Monk, Fighter / Rogue, a Monk / Sorcerer / RDD, a Rogue / Wizard / AA, and as a good introduction to playing a caster, a Cleric / Fighter / CoT or Cleric / Bard / RDD. If you're interested in one or more of these builds, I will be happy to post it (or them) here.
Another great thing about NWN is that it is possible to make really good modules to play, and so there are many of them, lots of them better than the official ones. For example, if your character in the OC is good-aligned and male, you could follow the OC with the Aribeth's Redemption series, which is basically a love story between your character and Aribeth, but with lots of action, too, and it brings you to about level 28. After HotU, you could play the Sands of Fate series, which will bring you all the way to level 40.
The Neverwinter Vault seems to be down as I type this, but when it is back up, just search for Aribeth's Redemption or search for Sands of Fate.