I'd recommend completing the Horn Quest to unlock the whole of "Fus-Ro-Dah". That's saved my life so many times
Is there a minimum amount of the main quest I should complete before going out an exploring/side questing? I have just killed the first dragon and got the ability to use shouts. I figure this is a good point now to go and do my own thing - but I wonder if there are certain key abilities I'm yet to get from the main quest that I should really have before exploring and sidequesting. Thanks.