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Without giving away any spoilers, are Dragon Bones used in any quest? Simple yes or no. Also, are Dragon Bones used in crafting Dragon Weapons or armor? Or is it just dragon scales? the bones are so heavy, I'm level 12 and have already slain 3 dragons.

Dragon scales and Dragon bones are both used in armor. I have no idea whether they are used in quests.

If I leave them in a chest in my room at the College, will they be safe, or do things disappear in oblivion or in skyrim get stolen?

The only safe storage I know of is in the homes that you buy. I would guess if you were given the room, the stuff should be safe, but I honestly do not know.

In the College of Winterhold the chest at the foot of your bed and the wardrobe just by your bed are both safe storage places (Arch-Mage quaters). They are the only ones I've tested so far.

Used for armor, but you need a special perk for it.

Yeah, I believe it's the final perk on the Smithing tree. You need to be at 100 with Smithing in order for forge armor from Dragon bones/scales.

Which means you have an awful lot of work ahead of you.

If you don't want to do that, you can also sell them. They make a shed load of money. If I remember right, Dragon Bones are worth 500 and Scales are worth 250 or vice versa. Worth thinking about.

They're worth a lot of money, correct. Makes it easier to save up for a house etc.