After you and Esbern leave Riften and arrive in Riverwood, go to the Sleeping Giant Inn and speak with Delphine. She and Esbern will determine that in order to learn more about Alduin the dragon and hopefully find a way to defeat him, the three of you should go and examine Alduin’s Wall, which is located in Sky Haven Temple. You can either travel in the company of Delphine and Esbern, or travel by yourself and meet them there.
Once you arrive at Karthspire, the location that leads to Sky Haven Temple, you will have to get past a band of Forsworn who have erected a camp there, and sometimes also a Dragon. Once you’re inside Karthspire, deal with the few remaining Forsworn inhabitants and keep going until you come across the first puzzle – three pillars that activate a bridge to your left. Esbern will tell you what each of the symbols on the pillars means. Align them so that they all show the Dragonborn symbol and the bridge will lower, allowing you to proceed.
You now face another puzzle in a room wherein the floor is full of pressure plates. Again, the Dragonborn symbol is the key and to get safely to the other side of the room, you must only walk across the plates marked with that symbol. When you get to the other side pull the chain to deactivate the trapped pressure plates so that Delphine and Esbern can cross safely. Don’t forget to tell any followers to “Wait here” before you start to cross or they will activate the pressure plates when they try to follow you.
In the final area before the temple itself, there will be a circular platform in front of a stone face. Activate it to open the face and proceed through to Sky Haven Temple. Talk to Esbern afterwards, and he will tell you that from the inscriptions on the temple walls, it appears the only way to you may be able to defeat Alduin is by using a shout known as Dragonrend. He then tells you that you should journey back to High Hrothgar and ask the Greybeards about this shout.