In a Skyrim demo it said that "long ago the Nords worshiped dragons". I am quite confused by this as I thought the Nords believed Shor and the like. Did the Nords worship dragons before Shor and his pantheon were established?

Religion isn't an exclusive thing. Early northern Christians (Celts and the like) worshiped both Christ and their local deities, for example.

More to the point, the gods (Shor and the like) were dragons. Check out the first and last paragraphs of the http://imperial-library.info/content/five-hundred-mighty-companions-or-thereabouts-ysgramor-returned.

Ah. Thank you very much. ^^

http://www.gamesas.com/index.php?/topic/1200790-dragonsaedra/page__p__17880213__fromsearch__1#entry17880213