This area up in the mountains is fairly dangerous- mostly because of the dragon that lurks here, overlooking a Word Wall.  Sadly, the Word Wall isn’t likely to be much use to you yet, but clearing it out early on can be very convenient for you if you happen to be up in the Northern part of the world anyways.  Mount Anthor is not far from the Shrine of Azura- almost literally around the corner- so if you’re up there anyway or even just head to Winterhold to try and join the college you can take a short diversion and gather a dragon soul while you mark the place for return later.

Mount Anthor’s dragon is a bit to deal with- a standard firebreather, this one is helped by the paucity of cover in the area- there’s a ledge to the far left of the approach that you can hide under, which the dragon is passably fond of landing on to belch flames, and a little further down near the center of the area is a stone arch- but other than that all you’ve got to work with are rocks that get in the way of your evading its breath weapon just as much as they help you keep out of said breath weapon when the thing is on the ground.

Sneaking on the approach to the dragon is generally a good idea, as it’ll let you get to one of the two good cover points before the creature launches off its roost.  If you lack the appropriate skill, though, your Whirlwind shout can help you a bit- but don’t rely too heavily on it.  The ground here is really rocky and uneven, and you’ll often lose the end of the motion because you ran into a steeper chunk of terrain or something got in your way while you couldn’t steer.

If you have a follower, you’ll need to take rampant advantage of them to make this fight work- while the dragon is relatively low-level and a higher-leveled character may well be able to take it one-on-one, anyone near the lower end of the spectrum needs to let the indestructible follower soak as much attention as possible.  Heavy Armor/Shield followers like the Housecarls are probably your best bet here, as while they often lack in resistance to fire, their large health and high resistance to physical damage lets them keep the dragon distracted the whole time it’s on the ground so that you can attack without being roasted.

The Word Wall, once the dragon is defeated, holds the third word of the Ice Form shout, which you probably can’t use right now- you need the second word, even if you did get the first one.  Still, you can loot the corpses below the Word Wall for a bit of extra stuff.

If you come here before Dragon Rising is complete, then you can fight the corpses instead- they are a group of mages that lurk here until the dragon arrives, at which time they become bones and cinders.