The Dark Brotherhood quest "Sanctuary" starts automatically after speaking to Astrid and completing the quest "With Friends Like This". Astrid tells you to go talk to Nazir.
Open your mission log:
Sanctuary
I must speak with Nazir, in the Dark Brotherhood Sanctuary, and receive my first assassination contracts.
Your objective is to speak with Nazir. Find Nazir further down in the Sanctuary, standing near a small waterfall. Near him are a group of other Dark Brotherhood Assassins, including Babette, Arnbjorn, Gabriella and Festus Krex. They are talking about their latest contracts. Listen to the interesting conversation they are having, then talk with Nazir:
Nazir: So you're the newest member of our dwindling, dysfunctional little family. I've heard quite a bit about you. You can tell him:
It's a pleasure to meet you.
You will hear even more, I assure you
(Remain Silent)
Try the second option. Nazir says he gives you three days before you screw up and someone runs a knife across your throat. But who knows? He has been proven wrong before.Tell him that Astrid said he would have some work for you. He says that there are indeed a few lingering contracts they had not had the chance to complete just yet. He will assign them to you as they become available, to be completed at your leisure. Tell him it sounds simple enough, He says it is. These aren't particularly glamorous assassinations. He is also honest in telling you they don't pay much either. But they will keep you busy. Just do them as you're able. There's no special time limit - the targets aren't going anywhere. You can turn each one in as it is completed, or wait and turn in the whole group when all targets have been eliminated. Whichever works for you.
Your objective now is to receive the first set of contracts from Nazir. Nazir is also the light armor trainer, so you can talk to him and have him train you in light armor. Tell him you are ready for the first set of contracts. The contracts are random - for example you can get Beggar Narfi, and ex miller named Ennodius Papius, and Beitild, a mine boss as your targets. This will start some contract kill quests. Go and kill the targets (You must kill at least one in order to advance to the next main Dark Brotherhood quest). Then go back to the sanctuary to report to Nazir. After you enter the Sanctuary, in the Grotto, there is a commotion. Cicero, the Keeper, has arrived with the Night Mother. Listen to the conversation. Afterwards, Astrid will assign you the quest "Mourning Never Comes", your next big quest for the Dark Brotherhood.
