The Elder Scrolls IV: Oblivion/Dark Brotherhood Introduction

When someone needs to arrange a hit they pray to the Night Mother. The Night Mother then sends her children to do the job. In a sick and twisted cult the Dark brotherhood is a combination of a dangerous cult and a murderous Mafia. Either way they're assassins of the highest degree.

A Knife in the Dark
Lucien Lachance directs you to the Inn of Ill Omen, in search of a man named Rufio. You can't fast travel to the Inn unless you've been there before (though he adds a map marker for you) so be prepared for a bit of running.

When you reach the Inn, talk to the proprietor and ask for Rufio. She will mention that he is downstairs in the "private room". Look for a trap door behind the stairs by the front door. Once you're downstairs, go to the last room on the left (the door should be unlocked).

Normally, Rufio will be fast asleep in his bed. It doesn't matter how much noise you make around him, though for best results you should attack him in sneak mode to ensure that enough damage is dealt to kill him (and also to avoid alerting anybody else that happens to be downstairs).

Note that while Lucien gives you a Blade of Woe and suggests that you use it, it's not vital that you actually kill Rufio with the blade - as long as he dies, your quest will be completed successfully. Go back to sleep in a secure location (such as rufio's bed) and you will join the Dark Brotherhood. It has some nice perks including receiving gold, Shrouded Armor, and Shrouded Hood as a reward.

Tenets
Even as a cult full of cold blooded killers the Dark Brotherhood has a set of tenets. Oddly enough though it's impossible to break the first three to my knowledge.

Tenet 1: Never dishonor the Night Mother. To do so is to invoke the Wrath of Sithis.

Tenet 2: Never betray the Dark Brotherhood or its secrets. To do so is to invoke the Wrath of Sithis.

Tenet 3: Never disobey or refuse to carry out an order from a Dark Brotherhood superior. To do so is to invoke the Wrath of Sithis.

Tenet 4: Never steal the possessions of a Dark Brother or Dark Sister. To do so is to invoke the Wrath of Sithis.

Tenet 5: Never kill a Dark Brother or Dark Sister. To do so is to invoke the Wrath of Sithis.

Expulsion & Re-Admission
If you get thrown out of the guild for breaking into those then you still have a chance to get back in. Next time you sleep you will be attacked by "The Wratch of Sithis" who is a great big ghost with a knife. And let me tell you he is tough. Weapons don't work so if you're not a mage you're pretty screwed.

The first and second time you're expelled killing the ghost is enough to get back in. The third time, however, there is no forgiveness even if you do kill the ghost. You don't find the Dark Brotherhood, the Dark Brotherhood finds you. If you commit a murder without witnesses, the Dark Brotherhood will come calling. Note that the victim must be innocent and killed in cold blood – not someone who has first attacked you. When you have killed someone appropriate you will receive the message “Your killing has been observed by forces unknown”.

After committing your foul deed, you must sleep in a secure location, preferably outdoors. Any bandit camp will do, as will any tents outside forts, Ayleid Ruins, or any bed used by beggars. Lucien Lachance will interrupt your sleep and task you with another murder, as well as give you a Blade of Woe (a pretty unremarkable blade, outside of its unique design).

The Dark Brotherhood
Most of the Dark Brotherhood quests will consist of assassinations, often with conditions attached. If you fulfil these conditions then you will get a bonus usually a lot more money or a rare item, it's almost always worth doing it right. The quests have been broken up into sub pages for better organization and are listed in order of progression as follows: