I know what they do but I don't get the difference between souls an words. I learned a word (first word) in B fall burrow then I killed my first dragon and absorbed its soul and it unlocked the shout. It's says I can learn 3 words for that shout. If its unlocked is it a waste of time to unlock the other 2 words. I just don't get how it all works. What's difference? Is there any advantage from reading all three words after you've unlocked the shout by absorbing a soul? If I learn all thee words before absorbing a souls will I get that shout.

As you can see I'm a little confused. I just need this entire process explained to me.

You learn the words, but to unlock those words to shout you gotta absorb a dragon soul. =]

Words are what you find written on walls and stuff, which give you the shout itself. Souls are what you absorb from dragons. If you look under shouts in the Magic section, you will see the shout. Dragon souls are what you use to unlock shouts so you can use them, as they will be grayed out prior. You will see on the bottom of the screen in the Shout menu it says press X or something on the PC to unlock. This is using a dragon soul to unlock the shout. You should also see how many souls you have on the bottom of your shout screen.

u can learn all the words and collect souls but u choose which ones u want to unlock in what ever order u like. that particular one was because of the story so it automatically unlocks it. each word in the 3 is a stronger version

Each shout, like Unrelenting Force, is made up of 3 words. Each word of the shout requires a dragon soul to unlock it. Just unlocking the first word of a shout only gives you the weakest form of the shout. Find all 3 words of a single shout, use 3 dragon souls to unlock the shout's ultimate power.