New main objective: Talk to the Jarl of Whiterun
Note! You will receive this objective regardless of whether you have allied with Hadvar or Ralof.
Open the world map and you should note that Whiterun is north of Riverwood (screen above). If you were already there, you can use the quick travel option. Otherwise, you will have to get there on your own and in that case I'd suggest using the northern village exit. Cross the river bridge and afterwards head north, trying to stay on the paved path. You can also follow the signposts that you come across on your way.
Approach Whiterun from the west, finding a path leading to an abandoned drawbridge. Approach the main city gate (screen above), beside which you will be stopped by one of the Whiterun guards. You can tell the man the truth about your intentions and therefore gain access to city, or use one of the dialogue options connected with Speech, i.e. persuade, bribe or intimidate him. Regardless of the chosen option, open the gate to get inside Whitewood.
After getting inside Whiterun, head towards the Jarl's castle in the distance, to the Dragonsreach to be precise. Head inside and go to the main throne room (screen above). Here you will be stopped by Irileth, but after as short conversation she will let you approach Jarl Balgruuf to give him a report on the Dragon's attack and the situation in Riverwood. The Jarl will reward you with an armor (its type and properties depend on the current experience level and whether your character specializes more in light or heavy types) and ask you to meet with the mage Farengar.
Main quest unlocked: Bleak Falls Barrow