The last parts in the main quest walkthroughs for Skyrim are entitled, "Sovngarde and Dragonslayer".
Once you enter the portal you will receive this quest and enter what looks like a foggy valley. Follow the path and you'll run into a Stormcloak soldier who will you bring you up to speed on the current events.
Eventually you get to a crossroad: the left will lead you to a ruin and the right side will take you to where you need to go. Just follow up the right path until you run into Tsun. Before entering the Hall of Valor, you must prove that you are worthy to Tsun. He can be tough, but don't be discouraged.
At about 60 percent health, he will stop attacking you and let you in. Just walk past the bridge and talk to the Heroes that defeated Alduin before you: Gormlaith Golden-Hilt, Hakon One-Eye and Felldir the Old.
Walk outside of the hall with the heroes and cross the bridge. Once on the other side of the bridge, you will be told to clear the mist together. Use your Clear Skies Shout three or four times to dissipate the mist and call Alduin down.
The only thing you absolutely have to try your best to do is just keep Alduin on the ground and stun him as much as possible. The fight is really simple if you have abilities to stun opponents. Otherwise, you have to throw everything you have at him before all three of the other heroes die. Dragonrend and stuns can definitely help bring Alduin down. Once Alduin is dead, talk to Tsun and he will teach you a new Shout and send you on your merry way back to the living world.
You should end up at the Throat of the World with many dragons surrounding you. If you didn't kill Paarthurnax, he will talk to you and tell you that now that all the dragons no longer have a leader, he will do his best to persuade them to follow the ways of the voice and fly away.
Congratulations after you have completed this quest you will have completed the main storyline of Skyrim.
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