I have the fire breath shout but it won't activate. I killed another dragon, and it still didn't activate and I didn't get a new shout from that dragon.

Sorry for the silly question, but did you select to use a dragon soul to unlock a shout within your powers menu?

you have to go to your shouts and press x to spend the dragon soul on the shout.

I missed the line on the bottom about how to activate the shout. Thanks for pointing it out!