Speak to Karliah and now we need to meet with her at the standing stone. Leave Riften and go south of the city to find the standing stone. Speak to Karliah and then enter the mountainside. Watch the little scene and follow Karliah afterwards. She then tells you about the Nightingale Armor. Shortly after crossing the first bridge, be sure to explore the ground to your right to find a PICKPOCKET SKILLBOOK named "Purloined Shadows" (by some hay).
Head to the right now and check out the left and right rooms. The left room has a chest while the right room has a chest and a SNEAK SKILLBOOK called the "The Red Kitchen Reader" . Keep on following them and when you’re asked about the Oath to Nocturnal, say yes. After crossing the gate, stand on the left platform, where the marker is. After a scene with Nocturnal, speak with Karliah again as well as with Brynjolf.
Now we’re the leader of the Thieves Guild… well, after the quests are over and Mercer is taken down. Something to look forward to at least!