I was doing a quest by one of the giant camps just down from Whiterun on the map and was attacked by a dragon (Whose name I believe was Voldenkrug). Instead of being frost dragon, blood dragon, elder dragon, etc. I think I've seen a couple of other dragons with names. Most of them were associated with quests though. Has anyone else encountered him or something similar.

Most of the Word Walls have named dragons guarding them (until you kill them, then they are replaced with Generics). IIRC, there are also named dragons that spawn at those round dragon mound type sites. So, you probably went near a Word Wall of one of those spawn locations and the dragon chased after you.

This lists the named dragons and their starting locations, but they can fly quite a distance before they actually attack you.

http://www.uesp.net/wiki/Skyrim:Dragon

Yes, it's the whole point of the game. The sole reason http://images3.naharnet.com/images/38147/w460.jpg?1336114220 purchased the game.

Was it http://www.uesp.net/wiki/Skyrim:Vuljotnaak? It's the only one whose name begins with V and is around the central tundra.