Take a look at how Paarthurnax is set up against the other dragons. Dragons don't have the "allow pc dialouge" checkbox ticked, (which you'll find under RACE) Paarthurnax has a script that allows him to initiate conversation. Not sure, but maybe you can tweak that same script for your purposes.
Your other hurdle (which I've been looking into myself) is making them a decent permanent follower. Your best bet is to get a better understanding of how the dragon's "Action Events" (which play the animations at the right time, IE ActionFlyStart and ActionFlyStop) interact with their "Havok Behavior Graph" (which you can NOT edit unless a techy type can create a 3rd party tool, and from what I understand - don't expect that anytime soon) These actions MAY be moddable with scripiting. I'm not a scripter, and I certainly am not capable of creating custom animations yet, so I couldn't tell you how to go about that.
Without any scripting or manipulation, dragons that are given follower packages are VERY buggy. Give this mod a try and you'll see what I mean.
http://skyrim.nexusmods.com/downloads/file.php?id=7458
They were made before the CK -http://skyrim.nexusmods.com/downloads/file.php?id=4554 using Paartuhrnax and Odahviing as bases, given follower packages and had the names and base id's changed via tessnip or similar program. They'll follow you as they "walk" with your character, but they have a tendency to disapear under ground. When there's a fight, the dragons will fly and help fight ...but then they'll end up flying away, sometimes off the map even, because either thier Action Events or their Behaviour Graph is not playing nice with the follower packages and become confused. I couldn't tell you what is causing them to fly off.
Anyway good luck. I hope this was helpful.
