I only did a small piece of the main quest, just untill "the Fate of the Skaal". I read the first black book again, and it teleported me to Herma-Mora's Realm. I didn't see a way out, so I thought I'd have to go through it all, so I did. Finally, I arrived at the Word Wall where you learn a Dragon Aspect shout. Now I'm stuck there. The door is locked and I can't find another way out... Please help!

Read the same black book again.

You're a life save!

Oh dear, I was really looking for it way too far! God, I'm stupid, lol

If you're stuck at places you should check out the TES wikia or UESP.