Finish the quest “Innocence Lost” by speaking to Aventus Aretino in Windhelm and killing Grelod the Kind at Honorhall Orphanage
Sleep in any bed after completing “Innocence Lost”
Wait for the Dark Brotherhood kidnapping event to trigger
Wake up in the Abandoned Shack
Kill one of the three captives
Speak to Astrid
Start the Dark Brotherhood questline by completing “With Friends Like These…”