Having a person (NPC or PC) teach the warforged the knowledge required to fill their HD with levels is a good idea.
Actually, I just remembered that aquiring a template, although not exactly the same thing allows you to be more powerful than your experience level suggests. The same could happen with a Warforged created with more than one HD. however, determining which die to use to determine its HD would be a problem. maybe D6 as a good middle-ground, changing any later levels as required?