I have just flown on Odahving to Skudalfn. I understand that once I finish the main quest, I will be unable to return to here or to Sovngarde.
What are some of the things (unique items, shouts) I should make sure I get, both before I get into Sovngarde, and before I leave Sovngarde?
Best Answer
The Skuldafn Temple area has a word wall that teaches you part of the Storm Call shout.
Nahkriin is a dragon priest with a mask you'll want to grab. His staff is also unique, if generally uninteresting, and you'll probably pick it up just to gain entry to Sovngarde anyhow.
Everything else in Skuldafn is generic leveled stuff, and there's no notable loot in Sovngarde itself other than (as pointed out in the comments) some unique clutter like the ox head on the dining table.