I completed the Waking Nightmare quest and the Jarls says thanks.....But no more quest after that?

The obvious solution is to go Imperial and boot his manchildish Leeroy Jenkins butt out of town in favor of someone who actually knows how to run things: Brina Merelis.

How far do I need to go into that main quest to get them to change? I already joined the Imperial side and did the first quest at Fort Haggard or something.

That would contain some spoilers, so you may want to ask in a more spoiler-appropriate forum.

Perhaps a bit more patience is required, not everything is instant, the giant quest is level dependant

I've always had to wait for a while before Skald offers the giant quest. Do some other quests, gain a few levels, and then go back to Dawnstar and it should be available.

you have to help with the nightmares (talk to priest in the inn) before he'll be in a "good mood". when I talked to him after returning from that I was able to ask for work and he sent me off to get the giant.

Edit: left out "fast travel away and back" between finishing quest and going to talk to jarl. that's what worked for me

I got the quest by asking for work at the inn.

This, or ask the Steward. Normally the Jarl doesn't directly give out jobs, he lets his underlings or villagers via rumor (in this case the inn keeper) take care of it.

I have the first print edition of the Skyrim guide but google and wiki's are extremely helpful on the side.

I had the same problem, and I'm someone who likes to jump in with a new idea/character and start my plans, so I don't always notice level requirements. Well for the Giant bounties, you have to be around level 20 to have them offered. If you want a shortcut, do the imperial campaign (No spoilers btw)... Just complete the campaign and then whoever is given control of Dawnstar won't need anything of you, they will offer you the plot of land as soon as you talk to them. I was around level 12 and only 16 hours into my character. So it saved me a lot of time and quests for level grinding I wasn't ready to do!

I had the same problem with the jarl he just did not seem to have much to offer in dialouge.
I eneded up going to the inn picking up a bounty and then claiming my money for the bounty from the jarl who then offered me the giant quest and then offered the thane quest at which point I could then buy some land.