I have killed a couple of dragons. When I go to the "shouts" section of the magic menu, it tells me that I have 2 dragon souls available in the lower right corner. However, when I press "R" to try and unlock another shout, it tells me that dragon souls are required to unlock shouts, just like in the beginning of the game when I had none.
When I got 3 souls, I was able to unlock a shout, but I still cannot use the other two. I have three shouts unlocked in total.
To clarify: I have lots of greyed-out shouts in the list. I have 2 dragon souls, but still cannot press "R" to unlock them. Here's a screenshot.