I told Lydia to wait near the bridge at whiterun so I could go kill some giants, in my way I encountered a dragon and when I go back to the bridge I can't seem to find her there? What do I do?
First you can try Fast Travel. She should be transported right next to you.
If it doesn't work, check your house or the Jarl's Palace in Whiterun, and maybe sleep or wait there for three days.
If you still cannot find her... she probably died, sorry.