After doing the Sanctuary quest and some side contract kills for Nazir, and the encounter with Cicero in the Grotto, Astrid, the Dark Brotherhood leader approaches you. She has some business to discuss with you. Ask her if she has a contract for you. She does. You must go to the city of Markarth and speak with the apothecary's assistant. You'll probably find her in the Hag's Cure, when the shop is open. The girl's been running her mouth, wants an ex-lover killed. She's apparently performed the Black Sacrament. Her name is Muiri. Astrid needs you to talk to Muiri, set up the contract, and carry it out. Do whatever the contact wishes. Be professional, represent the Dark Brotherhood well, and get the job done. Since it is your first contract, Astrid will let you keep whatever Muiri pays. Astrid knows Muiri will be generous, they always are. With this, the quest "Mourning Never Comes" starts.
On the wall to the north, note the glowing dragon language markings. Approach them to learn the following shout:
Word Of Power: Kill, Marked for Death
Speak, and let your Voice herald doom, as an opponent's armor and lifeforce are weakened
Open your quest log:
Mourning Never Comes
Astrid has given me my first major contract. I am to contact Muiri, the apothecary's assistant in the Hag's Cure in Markarth. Muiri has apparently performed the Black Sacrament, and is trying to contact the Dark Brotherhood.
Head to Markarth and meet with Muiri, during the day at the Hag's Cure. Tell her that the Dark Brotherhood has come. She is glad that the Black Sacrament actually worked. Ask her what she needs. She tells you that she needs Alain Dufont to die. She wants him hunted down and murdered like the dog he is.
You can say:
I'll need more to go on than that...
By Sithis, I need details. Get to the point.
(Remain Silent)
Choose any of the options to get her to go into more specific details about the target. She did now know it when they were with each other, but Alain is actually the leader of a band of cutthroats, bandits. They're holed up in some old dwarven ruin - Raldbthar. It's near Windhelm. They use it as their base. It's where they stage their raids. Muiri wants you to go to that ruin, find Alain Dufont, and kill him. She does not care about his friends, do whatever you want with them. But Alain has to die!
Tell her it will be done. Muiri promises you that once Alain is dead, she will pay you in gold. She has saved up a bit. But there is one more thing, if you're interested. Tell her you are listening. She wants you to kill someone else, although you don't have to, not as part of your deal. But if you do, Muiri will pay you even more. It's Nilsine Shatter-Shield, in Windhelm. If Nilsine dies too, Muiri will make it worth your while. If you ask Muiri to tell you the whole story, she will tell you how Alan used her to infiltrate the wealthy Shatter Shield family to rob them.
Exit Markarth and head to Raldbthar. You will have to go west through the snowy mountains, then climb up some steps. Kill the Bandit Outlaws standing guard in the entrance to the ruin, then enter it. Watch our for the fire trap. Reach a big room and kill him and his Bandit Thug. Loot the Irkngthand Consortium key from the thug.
Killing Nilsine Shatter-Shield is an OPTIONAL objective, but will net you a greater reward, so why not? Locate her in Windhelm, usually wandering around the market area. Try to kill her in a spot where nobody sees, otherwise you will get in trouble with the city guards. You can wait until darktime and follow her to a secluded location and murder her there. If you have arrows dipped with lotus extract poison, use those. After you kill Nilsine, Make sure to loot the Clan Shatter-Shield key from her body.
After you have killed Alain and (optionally) Nilsine Shatter-Shield, return to Muiri in Markarth. Tell her Alain Dufont now lies dead. She thanks you. That bastard got exactly what he deserved. If you also killed Nilsine, then she tells you she heard of what you did. You have more than fulfilled your part of the bargain. She gives you a reward as payment and as a symbol of her affection. You get gold and Muiri's Ring. (You get the ring only if you killed Nilsine.)
Go back to the Sanctuary and talk to Astrid. She asks you how your first real contact went. You can answer:
I did what had to be done, nothign more
I live only to serve. Hail Sithis!
(Remain Silent)
Show some enthusiasm and choose the second dialog option. Astrid tells you that you are going to fit in here quite nicely. But now, she needs your assistance with a matter of more personal nature.
This concludes the quest, Mourning Never Comes, and starts the next quest, Whispers in the Dark.