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Location: Royal Palace Throne Room, King Helseth

Unsurprisingly, another matter has come up. The King wants you to speak to an informant in the Winged Guar Tavern in Godsreach. He's an Orc and once you find him downstairs, speak to him about the subject "uncle's farm". He'll then tell you what you need to know. There's an attack planned, but not on Helseth. It's planned for Barenziah.

Report back to King Helseth this news, and he'll assign you a task. You're to go to Barenziah's quarters the following night (it doesn't have to be the following night, but can be the same night if it's still early in the day). Rest, wait or do something else in the meantime, and then walk into her quarters behind the Palace Throne Room, and through the Imperial Cult's office.

Once inside, close both wooden doors inside the anteroom, one just inside the entrance, and the other that leads to her bedroom with her inside. There's a screen on the left side in the near her bedroom in the antechamber, so hide in between the screen and her bedroom wall, and wait until 8 or 9pm. You can use the rest function to wait. As soon as it's time, your journal will update that you're in the right place. Approximately 20 seconds later, the door will open and the light will turn off. Wait for the assassins to notice you and then kill all three. Your journal will update, and then go back to Helseth to report the attempt. He'll reward you with a magical collar.

Speak to him again and he'll offer the next quest, that of proving your worth by fighting his champion.