The only part of the main quest I did was killing the first dragon and getting unrelenting force. I've been reading word walls and killing dragons but I can't use any of the other shouts I've gotten, they are all greyed out. Do I need to progress farther in the storyline in order to use the souls to learn the shouts?

You need to 'Spend' your souls to 'buy' the unlocked word. On PC, you have to hover your cursor over the one you want and press 'R', then OK. That should unlock it. Not sure what the console method is, but the little buttom commands should be in the bottom corner anyways?

love ya hun, i took another looksie and saw in the bottom left corner i gotta press X to unlock a shout instead of just trying to select the shout. you're a lifesaver!

Um... boy do I feel stupid. Did not see that and I had a level 42.