After you clear the Whiterun gates, turn south and head towards the Whiterun Stables. There will be a carriage there that will take you to any of the nine holds. Talk to the driver and tell him that you’d to go Riften. Hop in the back and you’ll be in Riften very quickly. Once you get out of the carriage, head westward to the 7,000 Steps. On the way to the steps, I only recommend that you avoid the southern section of this plateau because it has a small pond with some very powerful creatures in it.When you finally get close to your way point, you'll have to start climbing the steps. This is an incredibly large staircase that will take you in a spiral to the top of the mountain. The only things of note are the height (try not to fall) and a Frost Troll that will attack you. Even using the fire spell, it’s surprising how tough he is. If he proves too difficult, kite him to the top with you and the Greybeards will help you out. Eventually you will get to the top and you'll enter the temple.
Enter and speak to the Masters there. Soon, a word will be written in the middle of the floor. Walk up and stand over it. Then you will have to shout at a few targets. These will also appear in the middle of the floor but you have to hold the shout button so that you now use two words instead of only one. After that, follow the Masters into the courtyard.In the Courtyard, you will have to learn a new shout the same as you learned the other word. Stand over the word, almost on top of it to learn it. When you have learned it, travel over to the new waypoint and wait. Make sure you've changed your shout to the new shout. Wait for the gates to open and for the Master to Sprint through the gates. They will then close. When they reopen, you will have to do the same thing. After, you will talk to the Masters again and be told to retrieve the horn of their founder, Jurgen Windcaller. When you are finished talking, fast travel back to the Whiterun Stables and take the carriage to Morthal. From there, travel northeast through the marsh to Ustengrav.