Reach level 5 or higher
Travel to Windhelm
Speak to Aventus Aretino in the Aretino Residence
Accept and complete the quest “Innocence Lost”
Wait for the courier to deliver the note with the Black Handprint
Sleep in any bed
Wake up in the Abandoned Shack
Kill one of the three captives
Speak to Astrid
Complete “With Friends Like These…”
Join the Dark Brotherhood