With Friends Like These… (quest)

Walkthrough
This quest begins after the Dragonborn kills Grelod the Kind and subsequently receives a Mysterious Note via courier bearing the sign of the Dark Brotherhood. After the note has been delivered, the next time the Dragonborn sleeps, he wakes up in an Abandoned Shack and is greeted by Astrid.

Kill one of the captives
Astrid then informs the Dragonborn that they have stolen a contract that rightfully belonged to the Dark Brotherhood, so they must fulfil a contract for the Brotherhood as recompense. She then indicates three captives who are blindfolded and bound and tells the Dragonborn that they must decide which captive is destined to be assassinated and kill them, but she will not tell you which one.

There is a very composed Khajiit, called Vasha, who proudly states that he has committed many crimes, and would find it disappointing not to have a bounty on his head. Then there is Alea Quintus a quite gruff mother of six without husband, who seems to have done whatever she could to survive, pushing others aside in the process. Finally Fultheim the Fearless admits to being a sellsword having killed many people for coin.

Speak with Astrid
After killing one of the captives, Astrid admits that there was no right or wrong choice. She then gives the Dragonborn the password to the Dark Brotherhood Sanctuary and arranges to meet there.

Dragonborn can then open the door of the Abandoned Shack via Abandoned Shack Key that Astrid also hands over.

Note: Interestingly any follower will immediately enter the shack once the door is unlocked.

Enter the Dark Brotherhood Sanctuary
Upon entering the Dark Brotherhood Sanctuary, the Dragonborn finds some Shrouded Armor, a Shrouded Cowl Maskless, Shrouded Hand Wraps, and Shrouded Shoes on a shelf... and Astrid.

Speak with Astrid
Speaking with her yields more information about the Dark Brotherhood and what is planned next.

Wer solche Freunde hat ...