It's in a prophecy somewhere. "The world eater returns to devour the world, and the wheel turns and spits out the last dragonborn." Something along that.
Tale of the TonguesAlduin’s wings they did darken the sky
His roar fury’s fire and his scales sharpened scythes
Men ran and they cowered and they fought and they died
They burned and they bled as they issued their cries
We need savior to save us from Alduin’s rage
Heroes on the field of this new war to wage
And if Alduin wins, men is gone from this world
Lost in the shadows of the black wings unfurled
But then came the Tongues on that terrible day
Steadfast as winter they entered the fray
And all heard the music of Alduin’s doom
The sweet song of Skyrim, sky-shattering Thu’um
And so the Tongues freed us from Alduin’s rage
Gave the gift of the Voice, ushered in a new age
If Alduin’s eternal then eternity’s done
For his story is over and the dragons are gone
and
The Dragonborn ComesOur hero, our hero, claims a warrior’s heart
I tell you, I tell you, the Dragonborn comes
With a Voice wielding power of the ancient Nord art
Believe, believe, the Dragonborn comes
It’s an end to the evil, of all Skyrim’s foes
Beware, beware, the Dragonborn comes
For the darkness has passed, and the legend yet grows
You’ll know, You’ll know the Dragonborn’s come
I'll go see if I can find anything about us being the last.
(lyrics clipped and copied from http://www.gamefront.com/skyrim-bard-song-lyrics/ )