Still Main quest related.
The World-Eater's Eyrie*** Spoiler - click to reveal ***You can talk to a guard to free Odahviing. Now beware, this is a point of no return, since fast travel cannot be used from the Jerall Mountains. When you're ready, hop on the dragon's back and enjoy the ride. You will arrive in a courtyard. Visiting the area extensively is optional, but if you do you will encounter several draugr and find various chests. Your destination is the Skuldafn Temple, so enter here once you're done all around. Once inside the temple, do what you do best (destroy and loot) until you reach a big room with two closed gates and three rotating stone pillars. From the lever, that you need to activate to open the doors, the [Bird] [Bird] [Bird] combination will open one gate and the [Bird] [Snake] [Bird] will open the other. Keep exploring and you will find another rotating pillars puzzle. The answers are indicated above each pillar, or you can bypass the bridge by using Impulse if you feel like it. Keep pushing forward until you make it into the open again. When you find the entrance to Sovngarde, a dragon priest will be keeping the portal. Defeat him and use his staff to enter the land of the glorious dead.
Sovngarde*** Spoiler - click to reveal ***Welcome where great warriors feast for eternity! Wait, this is no party, there is but a thick fog... Walk up towards the north to find your salvation. You will encounter some soldiers and whomever you have killed during your quests, warrior enough to come to this place. Eventually, you will reach Whalebone Bridge, guarded by Tsun. Discuss with him all you want, he will not let you across unless you win the warrior's trial. So defeat him in duel and you can cross safely. You will enter the Hall of Valor, where the real fun lies. Rejoicing will be for another day, as the ancient heroes who defeated Alduin are waiting for your assistance to finish the task.
Dragonslayer*** Spoiler - click to reveal ***The whole party will join together outside. You will have to use the Clear Sky shout repeatedly to dismantle the mist and make Alduin show itself. You can now repeat the strategy you practiced earlier: use Dragonrend to nail it to the ground and attack. When defeated, you'll become a hero in two different planes of existence and will be returned to Skyrim.