Dragons are from before Recorded history in Skyrim. They did exist, just not for thousands of years. The dragon skull is from when the Dragon was caught in Dragons reach when it was first built. It wasn't recently.

In such a place as Skyrim most people won't ever venture beyond their village, nor ever come to see such things as dragons for themselves unless dragons knock on their doorstep. So of course in most places that aren't directly associated with dragons (such as Whiterun) or provide for the ability to see proof (like say the College of Winterhold or a local Mage's Guild (back in the day that is)) you'll have people saying that they're just a myth and never existed and/or blah blah blah. (and if you see anyone say that in Whiterun, chock that up to game mechanics)

Also they are poorly educated. The only school is the college and they don't let anybody in. I'm suprised everyone has at least one book..

Well in other cultures around the world dragons are seen as good luck and as river gods.