Ok, so i have been playing for a couple of hours now and have defeated the first "big thing!" and now i have everyone telling me to "shout go on, use yoru power!" yet no matter what button its bound to IT DOESNT BLOODY WORK! Anyone else having issues/ know how to make it work?

You need to basically equip it, too. Go to the magic menu and select the only one you have from the shout submenu.

cheers very much! i had been sitting there button mashing for ages!