In the GI article it said after he killed the dragon that he was one step closer to Alduin. Does this mean that we will have to venture out and hunt dragons. And since hopefully some dragons will be stronger than others, that we will actually have to level up to finish the MQ. Maybe this is just wishful thinking on my part

I think the thing that's going to require leveling up to finish the main quest will be the re-tooled leveled enemies. Not everything will be leveled perfectly against your own level, and you won't be able to defeat some enemies unless you are a bit stronger first.