SO i started a new character bc i got a new system. Im at the part where you go get the horn for the greybeards, i was wondering can you just go straight to sleeping giant and get it from dolphine since i know she already has it?? thanks for any info.

you probably have to recieve the letter from her first(to get journal update).

i figured, but didnt know what it would do if i went straight to her instead of doing the quest if shed give it to me

She's only interested in finding the person the Greybeards summoned, who she knows they will send to Ustengrav as a test. If you don't bring back the note she left then you have no proof that you went there and made it to Windcaller's Tomb in search of the Horn, and given her level of paranoia I don't think she's going to believe you're the person she's looking for unless you have that proof. The whole point of that part of the quest was for her character to have a reason to trust that she was not giving away her identity or other vital information to an imposter or hostile agent. So I'm gonna go with what rikimeru said - you'll need to have gone and actually found the note. In terms of the story, it wouldn't make sense for you to seek her out as the person who has the Horn if your character doesn't already know she took it from the tomb before you got there.

Besides that, you also have to exchange a particular bit of "secret code" dialogue with her in order to prove your identity, and I doubt that dialogue option will be available unless you've retrieved the note and read it since that's the only way your character would know what to say.