Sometimes Gerdur will not have an option about the dragon causing the main quest to be frozen forever.
^^One fix to solve this bug is to ask Alvor for supplies. After you look through his inventory he will start by saying "There is something you can do for me, and the people of Whiterun..." Listen to him speak and he will mention to you that you should inform the Jarl of Whiterun of the dragon. After that, the quest will update.
If that fails, try console command:
setstage MQ102 2