I just confused about why I still can't use my flame shout, even though I've killed a bunch of dragons since acquiring it. When I try to equip this shout it just tells me I need to absorb a dragon soul. What am I missing here??

You need to spend a soul on it, on 360 it's X.

Have you unlocked the shout yet? You need to spend your dragon souls. R on PC

And while we're at it. On the bottom right of the screen you'll see the number of unspent souls available. Note that you won't have to explicitly spend the first soul for your first shout (it's applied automagically after the encounter).

Thanks guys!