Board Thread:Skyrim/@comment-110.142.20.239-20161017044526/@comment-28157605-20161018052505

You obtain the first fence (Tonilia) in the headquarters just by joining, then you have to do the city influence quests. You don't have to continue the main questline immediately if you don't want to. A city influence quest trigger when you do 5 jobs/city.

You'll get a fence in every main hold and a quest to sell your stolen goods to the Khajiit caravans when 3 influence quests will be completed.