Dark Brotherhood
Overview
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 merderous mafia. Either way they're assassins of the highest degree.
Joining
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 or Ayleid Ruins). 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). Accomplish this, and you will be a member of the Dark Brotherhood.
Tenets and Explusion
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.
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.
Quests
Most of the Dark Brotherhood quests will consist of assasinations, 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.
First Quest: 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 mwahahaha) and you will be given gold and Shrouded Armor and Shrouded Hood as a reward.
Second Quest: A Watery Grave
Ok this time you've got to kill a pirate onboard his ship. Theres no bonus so just go at night when he's sleeping. Go to the Waterfront district of the Imperial city and there should be 2 ships, The floating Bloat and the pirate ship. Walk onboard the pirate ship and go into sneak mode and go into the small extremely obvious door to your left. The captain should be sleeping in his bed a few feet away. Stay in stealth mode and stab him in the back a few times once he's dead loot him quickly and get off the boat. Pirates will come to see whats going on and if they see you you'll have an uneccesary fight on your hands.
Third Quest: Accidents Happen
This quest is the first time you have a bonus. A man needs to be killed but it has to look like an accident. That rules out the usual stab 20 times in the face as well as bashing his face in with a mace. So what to do? When you're getting the quest Valtieri suggests you loosen the Minotaur head above the victims chair so we'll try that if we want the bonus.
Before you do this though make sure you have a few lockpicks. If you need you can buy em from Ongar a few buildings away from your victim. That is if you're in the Thieves' Guild of course. The best time to go into the house is 8 pm since it gives you plenty of time to get it done.
So go around behind his house and pick the lock to break into his basement. You're going to want to be in stealth mode from here on out. You can steal whatever you want down here since there is no one downstairs. Now pick the lock on the door up to the first floor, and remember BE IN STEALTH MODE. No sneak along in the shadows. If you look to your right you'll see your target sitting contently talking with his huge orc body guard, good thing we don't have to fight him. So carefully sneaking around the doorway and head upstairs. You can steal whatever you want from up here too since no one is looking. In one of the two bedrooms there will be a portion of wall that you can open and enter a small passage way. Move to then end and make sure it's between 8 and 11 (Thats when he's in the chair) and undo the knotting and listen as it falls and kills him.
Now you'd think the orc would be after you, but since he thinks it's an accident he just stands gasping at his master. DO NOT KILL THE ORC, if you do then you will not get the bonus for making the quest look like an accident. Steal anything you still want and sneak out the way you came. Head back to the Dark Brotherhood to turn in. Valtieri will give you your money as well as Sufferthorn (a fairly nice dagger) if you made it look like and didn't kill the orc like I told you to.