No, you only have to start the quest "The Horn of Jurgen Windcaller" to trigger the initial quest.
Also SPOILER:
When you are attacked by the Cultists, make sure to loot the bodies to find the "Cultists' Orders" item.
you can't you're dragonborn
The end of the main quest features the king dragon Alduin being defeated by the Dragonborn, although the game can still continue after.
You have to complete main quest: dragon rising
Alduin, the World Eater, is raising them from their burial mounds, and sending them against the main threat to his plans; you, the Dragonborn. Once you reach a certain point in the main quest, dragons will start spawning and will attack various places, there's no way to stop them appearing, not even completing the main quest.
It is not a quest reward as such, but you have to complete the main storyline quest Alduin's Wall before you can access it. It is there for the taking, should you wish to steal it (it is an owned item).
They do but they are about 50% harder to beat
After you complete the main quest line you are rewarded with the shout "Call of Valor" which lets you summon one from a choice of three heroes, the three that aided you in the final battle.
There is no way to finish skyrim. There is always something to do. The dark brotherhood will have a quest or the companions or the thieves guild. and although it may not seem heroic, you are a hero. But you must be hated to save skyrim. You're the hero skyrim deserves, but not the one it needs right now.
It is part of the main quest. Delphine will give you this mission.
Yes, however, you will have to complete the Main Quest to a certain stage, because the Elder Scroll from the Main Quest is later used in Dawnguard.
The return of the dragons (as predicted by the Elder Scrolls), as well as the rise of a Nord god. You play as the last Dovahkiin (Dragonborn in the tongue of the dragons), who (quite obviously) will stop this threat. Skyrim is an open-world game which lets the player follow his own path in the world. There is no real obligation to finish the main quest, and you can continue playing afterwards anyway.
The closest you get is a shout which can summon a dragon who has allied with you, this happens during the main quest.