The three Elder Scrolls are tagged as Quest Items. This means that although they have weight, it doesn't count towards the player's Carry Weight. You can confirm this throught emptying your entire inventory, leaving only the Quest Items. You will see that your Carry Weight will be showing "zero." But it you really want to get rid of them, here's how:
- The "Dragon" scroll can be given to Urag gro-Shub at the College of Winterhold; if you find yourself in need of it again, you can buy it back from him once (if you are the Arch-Mage, you can pay half of what he asks for it);
- The "Blood" and "Sun" scrolls can be either given or sold to Dexion Evicus after the Dawnguard questline is completed. This can only be done if you chose the Dawnguard faction instead of the Volkihar Clan.