The Seven Thousand Steps

It is located in Whiterun Hold, west of Pinepeak Cavern. It wraps around the Throat of the World and leads to the residence of the Greybeards, the monastery of High Hrothgar. This location is easily accested from Ivarstead.

Interactions
During the Main Quest, the Dragonborn will be summoned to High Hrothgar to meet the Greybeards, but first you must climb the Seven Thousand Steps. Along the way are ten wayshrines to read and contemplate. If you read all ten, you'll receive the blessing Voice of the Sky which lasts one day.