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In order to receive this quest, you must first bring yourself to the attention of the Dark Brotherhood by killing someone. This is a fairly easy task, but you'll want to make sure you don't kill anyone that serves any importance to the game (a quest giver or shopkeeper, for example). Find a hapless victim, slay them, and then retire for the evening on the nearest bed.
When you awake, a Speaker for the Dark Brotherhood named Lucien Lachance will be standing in your room. He will recognize you as a cold-blooded killer and offer you a chance to join the Dark Brotherhood. If this interests you, he will ask that you follow the Green Road to the north of Bravil and pay a visit to the Inn of Ill Omen. There, you must slay a man named Rufio. Once the task is complete, Lucien tells you to simply find another place to sleep that he deems secure and he will meet up with you once again to complete your initiation into the Dark Brotherhood. Before leaving you to your task, Lucien also hands you the Blade of Woe
as a gift from the Brotherhood.
At this point, you can choose not to kill Rufio, and you will never have to deal with the Dark Brotherhood again. However, for the sake of participating in a very interesting set of side quests, we recommend tracking Rufio down and giving him a taste of your new blade.
Use the fast-travel option to reach Bravil, then take the road toward the north as Lucien instructed. When you arrive at the Inn of Ill Omen, head inside and go through the trap door immediately to your left. This leads down to the inn's Private Quarters, where you'll find Rufio sleeping in the last room. Dispatch of him however you'd like, then make your way to the nearest "secure" bed where you can rest.
When you rest after slaying Rufio, Lucien will pay you another visit. He knows of your successful assassination and welcomes you into the Dark Brotherhood. As he puts it, the slaying of Rufio was the signing of a convenant, or contract, and you are now bound to the Brotherhood and its five tenets:
Tenet 1: Never dishonor the Night Mother. To do so is to invoke the Wrath of Sithis.
Tenet 2: Never betry 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.
To conclude the quest, do as Lucien asks and make your way to Cheydinhal and enter the abandoned house near the city's eastern gate. The door is locked, but hopefully the easy difficulty won't give you any trouble. Descend into the basement, where you'll come upon the Black Door that Lucien mentioned. When you try to enter, a sinister voice will ask, "What is the color of night?" - to which you're supposed to respond with "Sanguine, my Brother." Do this, and you're granted entrance into the Dark Brotherhood Sanctuary.
Most of the time, you'll find Ocheeva going about her dark, daily duties near the sanctuary's entrance. When you find her, speak with her to be directed to Vicente Valtieri for your first contract. As a gift, Ocheeva will provide you with the Shrouded Armor
and Shrouded Hood
, which she calls a "unique set of armor that's lighter than leather and black as the Void." It looks damn good, trust me. At this point, you're ready to tackle the Welcome to the Family