Just downloaded Dawnguard and found the word wall at Arcwind Point.
I walk up the stairs, saw the glowing words... But nothing happened.
Usually you automatically learn the shout, the chorus sing and all is good. But this time noting happened.
Am I missing something?

Did you kill all the dragur, and the dragon?? Maybe a reload? If you are playing on the xbox, try clearing the cache. Sorry i could not do better.