The first word of the Dragon Aspect Shout is located at the Temple of Miraak. You get there early in the campaign missions, at the end of the quest: Dragonborn. See map of how to get there from the Raven Rock area:
There, you will meet Frea and will start the The Temple of Miraak Quest which will lead you deep into the Temple and you will arrive at the Sanctum. There, find a big room with a statue of a dragon skeleton that looks like this:
The first word or power for Dragon Aspect is in this room, and you will get the message:
WORD OF POWER LEARNED - STRENGTH, DRAGON ASPECT