I came here to ask this question because I can't seem to find any answer on the web.
I just started my second play-through (the first time I only completed maybe 5 or 6 quests from the main quest and killed maybe 3 or 4 dragons), and I just killed the first dragon, Mirmulnir. I fast travelled to Whiterun, started running, took the first left on my way to Dragonsreach and I heard a very loud thunder, followed by some screams and my controller started vibrating like mad D: Then it stopped and it hasn't happened again.
I don't recall events like these when a dragon comes into town, but let's say that's the case; I just killed the first one. It would be impossible or very weird to go back to town and find another dragon.
None of the NPCs have any option to ask "Did you see where that dragon went?" or anything like that.
I didn't find any vampires, creatures or enemies in the city (yet). I'm still running around to see if I find anything D:
Any clues of what that may have been?
Thanks!