So I didn't do much by way of the initial story line and now I'm finally getting around to "The Way of the Voice" at level 10. I am standing in High Hrothgar, in front of Angeir, and I shouted right at him when he asks me to... and he just keeps on asking again and again as if I didn't.
So I re-loaded from my save point right before I went in to High Hrothgar and tried again, same result.
Not sure what else to do since this seems like a relatively important quest.

check if you have the scream activated and not any other skill.

I had the same problem before I realised that another special skill was activated with R2.

Good call. It isn't very obvious, or wasn't at least to me that something else could be assigned to that button.
Thanks.