I have completed all of the missions needed to deliver the axe from Ulfric to Balgruuf. I do not have the option to give the axe to Balgruuf. What is the problem with this? Is there a glitch or something? Any help would be appreciated. Thanks.

You need to complete the MQ quests at whiterun before you can deliver the axe.

Guess I am really that much of a noob here sorry but what does MQ stand for?

MQ is main quest. This whole line bugged up on an older character. The segment right after yours is what bugged on me. A certain event wouldn't start. I just gave up and did that line later on another char