The Path Horn of Jurgen Windcaller - The Elder Scrolls V: Skyrim
From Morthal, with the quest flagged, head towards the pointer and you will find the entrance below and you may or may not be attacked by a group of bandits with magic users as you descend. Entering Ustengrav you will find another group of bandits in the first chamber and a mixture of Draugr and Mages doing battle -- let one side kill the other off before you engage the winners and take them out, and then you may want to save just to be on the safe side, right?
If you get overloaded you may want to back out and hit a shop to sell off your loot before going deeper in...
As you work your way deeper into the caverns you will find the entrance to the Ustengrav Depths -- and here is where you will encounter a few traps and some minor resistance as you work your way through to the other side, following the quest marker. When you reach the overlook for the odd underground glade go ahead and take that shortcut down the side of the cliff here, and work your way to the back of the cave, killing the Skeletons here so that you absorb the new Dragon Shout called Face from the wall there.
Once you have that, turn back and follow the marker to the other side of the glade above where you will find a puzzle of sorts. Basically there are three gates and three stones that trigger them -- to get past this you need to run past the stones and then use your Shout Whirlwind Sprint to get through the gates before they close.
Finding the Horn
--== FRUSTRATION WARNING...
OK, if you are having trouble with this please watch the video... This is ALL timing. You need to LB Sprint past the stones and then roughly 3/4 of the way to the opening (NOT AT IT) you need to use the Shout to whip through. If you fail to engage the Shout when you are 3/4 of the way from the last stone to the opening, you hit an invisible wall, the gates close, and you wait for your shout to recharge. Simple as that.
Stack the deck in your favor by having your companion wait for you out of the way, and then just do as I did in the video. It may take a few tries but this is not bugged (unlike some other parts of the game)...
The Horn is Gone!
--== The End? ==--
Do NOT tell your companion to follow you into this new area after you get past the gates -- the whole path is fire traps and while you can easily keep yourself alive, keeping them alive might be an issue... Work your way past the traps into the next chamber and slay the trio of Large, Medium, and Small Frost Spiders -- I hate spiders -- and then hack your way through the webs blocking the path to trigger this impressive statue salute -- and head to the alter to claim... Your... Prize?
Argh! The Horn has been stolen and a note left telling us to rent the attic room at the Sleeping Giant Inn in Riverwood. Really?!
Grab your companion and exit the cavern being sure to grab the gold and loot the chest on the way out!
--== Back to Riverwood ==--
Exit the dungeon and fast travel to Riverwood, and do just as the note instructs. After you fall asleep the Innkeeper wakes you up and gives you the horn, and you flag the next quest in the series, A Blade in the Dark.
After you flag that quest and hear her out, return to the Greybeards with the Horn and give it to them, you are taught the third word of the Shout Unrelenting Force, and you unlock the Achievement "Words of Power" (10 GS) for the doing of it! There is now a short ceremony as you are welcomed as a full fledged member, so good on ya! Well done! Now we have a Dragon to slay!