I accidentally bought 5 pounds of whole grain rye flour instead of whole wheat. I made one loaf that came out ok, but not great. Any other ideas or recipes involving rye flour?
Yeah, use less of it. Rye flour is quite heavy and makes a dense, slightly bitter loaf if used alone (unless you’re using a specialized recipe for some kind of rye bread, and even then the rye is usually not the only flour used).
I wouldn’t use more than about a cup per loaf of rye flour in breadmaking; the rye makes it “hearty” but you need the regular wheat flour too for the lightness and “breadiness” of the texture.
That’s my answer too, and five pounds is going to take a long time to use up that way! I’d probably start sneaking a bit of it into all my baked goods for a while. Rye cornbread? Hell yeah! 
You can make a sourdough starter! The recipe I found says wheat flour, but I always use rye flour.