Open the magic panel, head to Shouts and unlock Bend Will to learn the final mystery of your enemy. If you don't have a dragon soul, hunt for one in the wilderness of Skyrim (but not in Solstheim, or else Miraak will steal the soul for himself!).
If no dragon seems to appear you're getting bored of searching for one, head to a location where a fight in inevitable (for example because of a story-related mission). It should speed things up.