So I'm in Whiterun running my way back and forth from the Wizard to Belethor's just trying to sell some stuff. I keep using the Whirlwind Sprint for a little extra speed and about 20 Shouts later, a guard stops me and basically says "Hey, I'm gonna need you to stop shouting. It's making the people around here... nervous."
There was no penalty or fine I had to pay for all the harmless Shouting, I just found it hilarious. Anyone else experience this yet?
This post will probably contain some small SPOILERS***
But, IIRC, didn't that Stormcloak guy "shout" a Jarl to death? I'm literally one quest into the game, but Alvor the Blacksmith told me the rumors are that a Jarl died by being shouted at "if the rumors are true" or something. So the people of Skyrim are probably already on-edge about jerks running around screaming. And the fact that they do stuff like zap through the air at super-speed probably doesn't ease their minds all that much, either.
But yeah, I'm not very far, just past Bleak Falls. So I'm assuming the rest of the game has some more info as to why shouts would scare the pants off townsfolk.