In these two official announcements from Team Cherry, it's said:
https://steamcommunity.com/games/367520/announcements/detail/3121414788974528116
Grimm’s quest, and all other new features can be accessed at any point
in your Hollow Knight journey.
https://steamcommunity.com/games/367520/announcements/detail/1327847269945274512
Hollow Knight: Hidden Dreams content is accessible at any point in the
game, whether starting fresh or scouring for completion.
I still haven't find any way to start the quests from the menus or during beginning of the game. Some sources say the content can only be accessed late in the game from specific locations.
So, is Team Cherry simply lying in our faces?
Best Answer
As mentioned in the comments, the additional content immediately appears at the places on the map where it can be accessed. However, it is useful to know where to find them if already have explored a lot and don't want to backtrack.
Grimm Troupe
Apart from the minor improvements (e.g. charms), the major part of the Grimm Troupe update is available after 'summoning the troupe' at a small cave accessible from the large cliff on the west of the Howling Cliffs. After that that, the Grimm Troupe appears in Dirtmouth.
Hidden Dreams
The Hidden Dreams content doesn't really have a quest like the Grimm Troupe, but a noticeable piece of content is the Dreamgate (unlocked after gathering enough Essence) and some two bosses in dreams that are hidden:
1:
2: