Quote Originally Posted by veti View Post
Why were Delphine and Farengar apparently already researching dragons? Coincidence. (It's clear from the early game dialogue that no other living dragons have been seen in living memory.) Also keep in mind the constraints of writing an open world game, where the player might head directly to Whiterun, but it's also perfectly possible they might not make it there for weeks - the dialogue has to be sufficiently vague that it makes some kind of sense either way.
I mean, even if you head straight there, due to the time crunch, it's almost certainly been at least a day since the attack, or most of one. Delphine had ample time to see Alduin come down, go "Oh ****", and run to Whiterun to talk to one of her contacts (Farengar) and ask him to look into it.