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You'll receive this quest if you fail the quest
With Friends Like These...
by killing Astrid.
The first thing you'll need to do for this quest is report Astrid's death to a guard. Any guard in any city should work. The guard will order you to report this information to Commander Maro, who can be found at the Penitus Oculatus Outpost in Dragon Bridge, which is located to the southwest of Solitude. When you tell Maro about Astrid, he'll decide that you should have the "honor" of eliminating the Dark Brotherhood, and he'll tell you that the pass phrase for their sanctuary is "Silence, my brother."
You'll find the Dark Brotherhood Sanctuary located in the southwestern part of Skyrim, near Falkreath. Inside, you'll have to battle five named assassins: Arnbjorn (#2), Veezara (#3), Gabriella (#5), Nazir (#7) and Festus Krex (#9). They'll drop some shrouded gear plus some other odds and ends when they die, and they won't wander around, so if you're careful then you can face them one at a time, which should make the battles straightforward.
After clearing out the sanctuary, when you return to Commander Maro, he'll reward you with 3000 gold. "You have struck a blow against darkness that will not soon be forgotten!"
1 - Foyer
In this room you'll find three things of interest: some shrouded gear (in one bookshelf); the book
(in another bookshelf), which will increase your Alteration skill by 1; and the book
(in a third bookshelf), which can trigger the quest
2 - Arnbjorn's Room
In this room you'll find an
Stone of Barenziah
, which you'll need for the quest
No Stone Unturned
3 - Veezara
4 - Word Wall
When you get close enough to this Word Wall, you'll unlock the word of power "Kill, Marked for Death."
5 - Gabriella
6 - Gaston Bellefort
You'll find the corpse of Gaston Bellefort here. He'll have a
Hastily Scribbled Note
7 - Nazir
8 - Bedroom
In this room you'll find the book
, which will increase your Sneak skill by 1.
9 - Festus Krex
- World exit.