Edit: Okay that tail was a skeleton dragon because I exited the town multiple times to see if the dragon tail would till be hanging out of the wall. The next time I exited the town the skeleton dropped on top of me and currently is laying in front of the gates of Whiterun. I did not kill this dragon here but at the watch tower where the Jarl of Whiterun sends me to kill my first dragon. The skeletons name is Mirmulnir. That's one serious bug if dragon skeletons are going to drop out of nowhere.
2nd Edit: I chose just to ignore this issue in general and continue to play my game since I thought the skeleton would just remain there in front of the gate. I exited Whiterun and this time it came out of the ground slowly til the entire skeleton was out of the ground and just laid in front of me.

