Quick Walkthrough

1. Once you've entered Sovngarde, continue down the path.

2. Find out how to defeat Alduin.

3. Gain admittance to the Hall of Valor.

4. Talk to the heroes of Sovngarde.

Detailed Walkthrough

This is undoubtedly the shortest main quest in the game.

Simply walk forwards into this new area a Alduin is out here feasting on the lost and wandering soldiers. Thankfully, you have a quest pointer to show you the way.

Whalebone Bridge

You'll soon come to a Whalebone bridge, guarded by a gatekeeper named Tsun. He won't let you enter the Hall of Valor without challenging him in one vs. one combat. He hits hard, by the way. Mages and ranged can use the rocks here to get distance, and thankfully you only need to deplete half of his health for him to yield.

Head into the hall of valor where a Nord named Ysgramor will greet you. He'll tell you that three heroes have awaited your arrival: Felldir the Old, Hakon One-Eye, and Gormlaith Golden-Hilt.

As you recall, these are the three heroes that (unknowingly) taught us Dragonrend during "Alduin's Bane". Talk to them where they will decide to team up with you to dispel the evil mist (the soul snare) outside so we can force Alduin to face us.

This ends Sovngarde and starts the next main quest: Dragonslayer.