But... They're still there?
Just not the same ones as in Oblivion. 200 years have passed, after all, trends changed and all. They say stuff like "SKYRIM BELONGS TO THE NORDS!", "I'LL SEE YOU BURN!", "You remind me of my cousin's cat. Killed that, too!", "You'll make a fine rug, cat!", etc.
Except this time, they're actually related to your race and such. The last two are Khajiit only. I know that orcs have something like "Die, you Orc filth!" or something because my friend plays an orc. I guess they have a line for everyone. I guess they don't say "SKYRIM BELONGS TO THE NORDS!" if you're a Nord yourself, too.
At least, that's my experience with bandits and conjurers\mages\necromancers.
@Talavaj - Only Markrath is actually gray. And it also depends on the weather and such. There could be a bright, sunny day, and then Markarth will be all yellowy and golden, at least on medium-high graphics.
You need to learn two or three words of a shout in order to be able to channel it. For instance, you start with "Fus", but later you will find a stone that will teach you "Ro"(alternatively, the Greybeards do the same thing, I think), and finally "Dah". If you press the button to shout for just a short while, you'll get only "Fus". If you hold it for a little longer, you'll get "Fus Ro". If you hold it for even longer, it'll be "Fus Ro DAH!". The same applies to all shouts(Marked for Death, Whirlwind Sprint, Frost Breath, Elemental Fury - Those I can confirm.)
BTW, anyone else finding Elemental Fury EXTREMELY awesome? It's the main reason I don't want to enchant my weapons(doesn't work on enchanted weapons). I mean, I can pretty much kill anything with it, from bandit to dragon, assuming I don't die... And potions seem to do the job just fine.