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During your travels in Skyrim, you'll hear about a boy trying to contact the Dark Brotherhood. Mostly this will happen when you talk to innkeepers about rumors (including Orgnar in the Sleeping Giant Inn in Riverwood). When you hear about the boy, you'll trigger the miscellaneous objective "Talk to Aventus Aretino." To actually trigger the quest, you'll need to talk to Aretino inside his house in Windhelm. The miscellaneous part is optional.
You'll discover the front door to Aretino's house locked with a "novice" lock, and you'll have to pick it to open it. Inside, you'll hear Aretino repeating a chant to the "Sweet Mother" over and over. When you eventually talk to Aretino, he'll assume that you're with the Dark Brotherhood (no matter what you say), and he'll ask you to kill Grelod the Kind in the Riften orphanage. There isn't any way to avoid this; the only way to complete the quest is to do what Aretino wants.
You'll find Grelod in the Honorhall Orphanage in Riften (located just to the south of the market area). If you listen to the people inside, then you'll figure out that Grelod's title is ironic rather than descriptive, like calling a big guy Tiny. No matter how you kill Grelod, the orphans and Grelod's assistant Constance will know that you're guilty (even if you were hidden at the time), but they won't do anything about it (other than perhaps run around and try to yield), and you won't incur a bounty.
When you return to Aretino, he'll be thrilled with your news, and he'll reward you with an
Arentino Family Heirloom
, which you'll be able to sell for a few coins. However, the next quest in the Dark Brotherhood quest line won't trigger right away. Instead, you'll have to wait a while for a courier to deliver a message to you.