Dragonborn (Lore)

"[...] But... there is one they fear. In their tongue... he is 'Dovahkiin' - Dragonborn!"

- Esbern

A Dragonborn is someone who has been born with the soul of a dragon.

Skyrim
The Dragonborn (or Dovahkiin, in Dragon Language), is the player character in The Elder Scrolls V: Skyrim. At the start of the game hes in jail, the Dragonborn is a prisoner who is sentenced to death for crossing the border that leads into Skyrim. However, the Dovahkiin's captors likely have really no idea that he is the one that The Elder Scrolls have prophesied to save Tamriel from the return of the dangerous dragons.

In the teaser trailer, Esbern mentions the reawakening of the dreadful Dragons. Immediately after that, he mentions that they fear the one they call "Dovahkiin"-- Dragonborn. Dragonborn, in the Dragon language, is actually a combination of the words "Dovah", meaning "Dragon", and "kiin", meaning "born".

Previous Games
In the Elder Scrolls universe, the term Dragonborn has been used to refer to the "heirs" of Emperor Tiber Septim, founder of the Septim Dynasty of Tamriel. Most of these 'heirs to the joined blood' have been of the Imperial race and derive their legitimacy from the covenant between Saint Alessia and Akatosh. However only Tiber Septim was known to also possess soul of a dragon. Dragonborn can be of any race, as the abilities and title are given by the Nine Divines to favored subjects.

It also may refer to the Nerevarine, the main character from Morrowind, who is referred to as "Dragon-born" in the Lost Prophecy. The issues have since been cleared up, with Game Developer Todd Howard revealing that the "Dragonborn" of Skyrim will be different to those in previous games.