I've having the same problem. I got the chapter 6, beat the bad guys, and learnt the shout but unlike the other black books theres no exit book for when you've completed it. Is this a glitch? I've noticed that Waking Dreams isn't in my quest list at all, and I've even gone back several saves to when I just got the book and and started it over but it never shows up in my quest list. This is the second book I've gotten and I haven't defeated the First Dragon Born dude yet.
Just trying to figure out if this is a glitch and if not, what do I need to do to finish this book?