Tips: Don't kill chickens, cow, dogs, OR do the Barabas quest (unless you want to hear a talking dog THE ENTIRE TIME),
Ancient dragons SUCK (we found one and were so happy...2 seconds later we died),
Shout at Belethor (if you are the thane of whiterun) and get a message from the greybeards and go find a word!
Cool stuff: Paarthurnax, Alduin
Wait for the 6th one!! btw, skyrim = awesome as hell