There are rumors here that "the kindly stranger" walk with the companions. But there are no such stories about the Dragonborn ever joined The Companions. But the locals here in Whiterun are so sure that the kindly stranger often go to the halls of Jorrvaskr.
The mead hall of Jorrvaskr is big place, and the back of the mead hall has forge known by the citizen of Tamriel. Which is the Skyforge.
And now my writings is based on a statement by Tilma the Haggard. I interviewed her who is still serving in Jorrvaskr after all this years "I've been tending the warriors of Jorrvaskr for as long as I remember" I quoted her.
She said that the "kindly stranger" came here before he is known to be the Dragonborn we know now. Tilma said the Dragonborn came to talk to Kodlak Whitemane, who is the current Harbinger at that time to join the companions.
Tilma the Haggard said that the Dragonborn needs to prove its worth by sparring with one of its member of The Companions which is Vilkas. Its hard to try to believe that the Dragonborn is going to spar, even though later he will slay the World Eater Alduin.
Tilma the Haggard then continued to speak of the adventures of the Dragonborn when he is still in the Companions. Its still hard to believe that the Dragonborn was once a part of this great guild.
It would be nice if I can see the mead hall in its former glory, when the Dragonborn still resides here.
When there are still some members left.