As I was meandering along, I saw a dragon in the distance. When I got closer, this pillar of light rendered and I could see that the dragon appeared to be Alduin. I looked for a place to hide and observe the events, but once I had found a good spot, Alduin was gone. The pillar of light remains (coming from a dragon burial site), but nothing interesting happened. There is no marked location on the map. What is happening?
Here is where I am: