Hi, about to get Over hill and Under Hill expansion. I was just wondering, are you able to play with the heroes from the Core set, or do you have to play with the heroes from the expansion? I guess the reason why I ask is because thematically it makes no sense to have Aragorn or Legolas in the Hobbit...

While many people play thematically in the sense you mention, it is a personal choice—there's nothing in the rules that prevents you from playing any hero(s) in pretty much any quest, with only a few exceptions.

Aragorn and Legolas were at least active at the time of the Hobbit, though unlikely to join a company formed by Thorin. Eowyn wasn't even born yet -- though I've used her in the Hobbit saga anyways.