If ur at the part i think ur at then u either have to still kill ur first dragon. Outside of white run but the broken tower. Or capture the dragon at the castle. Im guessing it is the first one though. Hope i could help.

yea by the looks of it you have to kill the first dragon lol :p hopefully you get it figured out though

lol both of those guys are wrong. I forgot what you're supposed to do but I'm guessing you joined the stormcloaks. So check the Skyrim wiki for the stormcloaks missions and find a walkthrough there.

"it looks like a new game"
maybe just start again ??
or retrace your steps maybe you where appose to do something before something try talking to people around the top of whiterun.

Going by the image you haven't completed The Golden Claw, thus haven't battled the first dragon. Until that is done you will continue getting this as that is how things are. So complete those then continue.

u noob you have to pick a side stromclock or imperial you need to get the dragon stone then take it back to the wizard in dragonsreach then u go fight a dragon then go see the greybreads

You have to kill the dragon, it is a main questline that you need to complete in order to progress. Do "Bleak Falls Barrow" if you want to keep playing.