Warning! - The following page contains spoilers!
Alduin is one of the ancient Dragons, the Nordic variation of Akatosh, whose return was foretold by The Elder Scrolls. Alduin's triumph will mean the destruction of Tamriel. However, he is not acknowledged as Akatosh himself by other Dragons, but as the Dragon God's firstborn son, the eldest Dragon of all.
His title is "The World Eater," this comes from a myth which depicts him as a raging fire storm which has destroyed the last world only to begin this one. He is not the chief of the Nordic pantheon but its wellspring. Nords perceive Alduin as the God of Time, filling the role of both creator and a harbinger of the apocalypse.
Alduin's arrival is depicted on Alduin's wall, located in Elder Scrolls V at Sky Haven Temple, last refuge to the honorable Blades of Cyrodill. According to the prophecy shown on this wall, Alduin's arrival will be preceded by civil unrest, following the murder of the High King of Skyrim.
With the help of Blades agent Delphine, the Dragonborn eventually discovers that Alduin himself is responsible for the resurrection of dragons across Skyrim, systematically travelling to sites where dragons have fallen in the past to restore them to life with his powers.
At Sky Haven Temple, Blades archivist Esbern reveals that Alduin was supposedly defeated once in the past by a Shout, which Arngeir of High Hrothgar eventually confirms as Dragonrend, the first Shout developed by early Nord Tongues with the help of Paarthurnax, who he claims is his brother.
However, using the Elder Scroll recovered from the Tower of Mzark, the Dragonborn discovers that Dragonrend alone was not enough to fully defeat Alduin. In fact, Alduin was never truly "defeated" at all, but instead "banished" from time itself with the power of the Elder Scroll. The destiny of the Dragonborn meant his/her appearance also marked the return of Alduin in the Fourth Era.
Having seen firsthand that Alduin cannot be defeated on Nirn even with the power of Dragonrend in combat, the Dragonborn eventually discovers that the source of Alduin's unique powers comes from his ability to enter Sovngarde, the mythical Nord afterlife, where he feasts on the spirits of fallen Nord warriors to recuperate.
By winning a trial of combat against the dragon Odahviing, the Dragonborn learns that Alduin's conduit to Sovngarde lies at a former Dragon Cult temple at Skuldafn, and only by breaching this temple in a direct assault can the Dragonborn enter Sovngarde to confront Alduin for the final battle.