In the trailer the dragon attacks the warrior and breaths fire on him, he is wearing armour that leaves most of his upper body exposed and he did not seem to take any damage. Could this be because he the dragon born and is immune to dragon fire, or was it just done to make the trailer look cool?

Obviously to make the trailer cool.

Why give an enemy an ability that is useless on your character?

I thought he used his shield in the trailer to block the fire.