There aren't many from the Dragonborn in canon (silent protagonist ahoy), but there's one said to them, by a legionnaire named Hadvar (if you join the Legion side of the Civil War, he becomes your buddy and iirc potentially a follower), that I've always been fond of:

"Was it your ma or your pa that was the dragon?" I just really appreciated someone making light of the whole 'Dragonborn' thing, when everyone else is placing more and more responsibility on your shoulders or trying to get you on their side for their own reasons.

And, a bonus, one I only recently found but which describes Vanyel's life philosophy so perfectly:

"Please understand, I have been waiting to leave ever since I figured out there were roads willing to take me anywhere I wanted to go." - Unknown Author