Solution :
During this quest, if a player attacks Alduin before the initial speech to the player is completed, a bug may occur in which the player can no longer deal damage to Alduin, regardless of attacks.
XBOX : The player can restart the Xbox, and the issue will usually be resolved. Sometimes you may need to go into console settings>memory>(y) button> and reset cache, after doing so, the player may resume after update, and defeat Alduin.
PS3 Turning off system and turning on again and loading game should fix problem. (Tested with save file just before dialogue begins)
PC Attacking Alduin while invisible should fix this on the PC