Our objective here is to speak with Nazir in the Dark Brotherhood Sanctuary so that we can get our first assassination contract. You may as well explore "Home" anyways, and familiarize yourself. There’s more shrouded apparel to be had here after all. There’s also a DRAGON WALL located in the Sanctuary that teaches MARKED FOR DEATH - KILL .
There are also TWO SKILLBOOKS to be found here: "Sacred Witness" (which ups SNEAK ) and "Sithis" (which ups ALTERATION ). Sithis can be found near the entrance while Sacred Witness is in Babettes room.
When you’re ready; talk to Nazir. After introductions ask him for your first set of contracts. He’ll have THREE contracts for you to kill three different people. This will end the " Sanctuary " quest and will give you a quest for EACH of the contracts you just got: " Contract: Kill Beitild ", " Contract: Kill Ennodius Papius ", and " Contract: Kill Narfi ". We will do them in that order in the next three quests.
Note: Many assassination quests can be carried out however YOU want to do it, meaning you can personalize things… You don’t HAVE to do what I do. The most important thing is to NOT GET CAUGHT . Saving before an assassination attempt (and after a successful one) is a VERY good idea.