So, Cicero finally snapped, eh? Didn't see that coming! Head down into the Sanctuary and talk to Astrid to hear about the situation. Apparently Cicero tried to kill her and injured Veezara (No! Not my Argonian buddy!). Astrid will ask you to search his room for clues on where he could have gone.
Go check his room and scattered throughout are a total of FIVE journals. Read each of them for some FANTASTIC back-story on the family and Cicero himself. So much makes sense now. The FINAL journal (beside his bed), is the one you want to read to find out where he's gone.
Go tell Astrid this and she'll give YOU the job of finding Cicero and her husband and making sure the jester dies. Since time is of the essence though, she will let you ride her horse: Shadowmere. You can ride Shadowmere by waiting for him to emerge from the pond by the Sanctuary. Now head towards the town of Dawnstar.
Note: If you didn't know by now, you can FAST TRAVEL even while on a horse. Oh yeah, and HOW AWESOME is SHADOWMERE!?!?!
JUST north of Dawnstar you'll find Arnbjorn... bleeding outside of the black door. He'll advise that while he's hurt bad, so is Cisero. He couldn't follow him due to not knowing the passphrase of the door, but advised that if you do follow him you need only follow the blood. Tell him to go home while we deal with this.
Go up to the door who will ask you "What is life's greatest illusion?". The answer of course is " Innocence, my Brother " (This was in Cicero's journal by the way, for those who have an aversion to reading.). You'll now be inside of the Dawnstar Sanctuary. Welcome Home.
Inside you'll hear Cicero's voice echo up to you. Go down and pick up all of the JESTER CLOTHES on the left as they are worth a lot of dough (and weigh virtually next to nothing either, so they should be easy to carry).
Now this place is FILLED with shadow guardians , just so you know. Open the door and kill one and proceed to a bridge where an archer will be beyond. Kill him and avoid the spears by running between them (easy). Down some more stairs will be two more guardians. The shelves here have a bunch of worn shrouded clothes and the desk has a great treasure: two SKILLBOOKS (" The Markmanship Lesson " raises your Archery by one and " Fire and Darkness " raises your One-Handed skill by one).
Before going into the big room, watch out for a TRAP (a TRIPLINE ). This room also has a bunch of displayed weapons you can pick through if you wish. Head upstairs despite the jester's plea to "slow down" and you'll reach another big room with two more guardians. Kill 'em and loot the place then you're forced into an icy cave environment (not a bad idea to save).
Up ahead you'll get a little more taunting and there will be some BEAR TRAPS on the ground, so be careful. Those are nothing compared to what you'll face up ahead: a dreaded ICE TROLL . This one is unique since it has a unique name ( Udefrykte ), but no matter what path you take you pretty much have to face him. Thankfully, you can use the ramp in the room to keep him out of range at any time if you wished, plus there's plenty of room to move around.
Keep going towards Cicero's marker and you'll enter a crypt area. There are THREE guardians down here that fall rather easily, as well as a MASTER CHEST somewhere on the right side. BUT BE CAREFUL AND SAVE SOON , because as you turn around the corner and go up stairs a VERY POWERFUL GUARDIAN will attack. This guy can literally slice up a mage or archer in seconds and even perform executions, so you want to have some backup here and a good plan (a Dragon Shout is a worthwhile plan).
Past that it's a short jaunt to find Cicero. Here you will have one of two choices (since Cicero claims the mother will be displeased if you kill him): Either kill him or let him live.
If you kill him, be [slight spoilers] prepared for a fight, as he jumps up and has at you! He's not nearly as tough as the last guy though, so take him down and be sure to loot him for 500G . More importantly, his CLOTHING is all magically enchanted.
- **Cicero's Boots:** Wearer is muffled and moves silently.
- **Cicero's Clothes:** Prices are 20% better. One-handed attacks do 20% more damage.
- **Cicero's Gloves:** Double sneak attack damage with one-handed weapons.
- **Cicero's Hat:** Sneaking is 35% better.
"So what happens if I don't kill him!?" you may ask. Fair question. If you just walk away, Cicero will remain alive, and after the quest " Hail Sithis! " he will rejoin the brotherhood. You'll also be able to command him to follow you, as he is now a companion.
Either way, head back to the Sanctuary and tell Astrid what happened. She will be happy her husband is home and will let you keep Shadowmere for "a while longer". Sweet! You'll have completed this quest and started the next one: " Recipe for Disaster ".