With Friends Like These...

It is immediately preceded by Innocence Lost, and is a continuation of those events.

"Make your choice. Make your kill. I just want to observe... and admire."

- Astrid

Background
See: Innocence Lost

Objectives

 * Kill one of the captives
 * Speak with Astrid
 * Enter the Dark Brotherhood Sanctuary
 * Speak with Astrid

Walkthrough
After the Innocence Lost quest has been completed, a courier will appear and give the Dragonborn a note with the imprint of a black hand and the words "We Know" written beneath it. The courier generally takes between one and three days to arrive, depending on how much you move around the lands of Skyrim.

Once the note is received, sleep in any bed.


 * Note: For some reason, the bed cannot be in Windhelm (where you got the quest "Innocence Lost" from Arentino). The Quest does continue as normal in any other bed in the game.

Note: If you sleep in a bed after completing Innocence Lost, you will not begin this quest. Wait for a full day and you will receive the courier's message (it will happen without a note.)

The Dragonborn will awake in an Abandoned Shack, located in the marshes north of Morthal. A Dark Brotherhood assassin named Astrid will speak to the Dragonborn. She reveals that the Dark Brotherhood is aware of their murderous deed and is pleased that Grelod is dead, but since the Aretino child performed the Black Sacrament, they demand that a debt be paid for the kill that was stolen from them. Astrid has brought three other people to the shack where the Dragonborn awoke. Fultheim the Fearless, Alea Quintus, and Vasha are tied up and wearing execution hoods, but are able to answer questions. Astrid tells the Dragonborn that there is a contract out on one of their lives, and the Dragonborn must figure out who to kill.

To join the Dark Brotherhood, kill any combination of the three. The Dragonborn will be rewarded with an initiation to the Brotherhood regardless of their choice. Alternatively, killing Astrid will close the option to join the Dark Brotherhood and a new quest, Destroy the Dark Brotherhood! will begin. The Abandoned Shack cannot be left without killing at least one of the three prisoners or Astrid. Killing Astrid will disable the Dragonborn from doing the Dark Brotherhood questline, but you will gain access to her armor and dagger (which you can also gain through doing the questline). If you have a high pickpocket skill (potions and invisibility can help) and equipped items perk it is possible to pickpocket Astrid's dagger and armor.

Kill Choices
Each kill, including killing all three of the possible victims, invokes a different response from Astrid upon speaking to her afterwards.

Killing the Khajiit:
"'The conniving Khajiit. Cat like that was sure to have enemies. It's no wonder you chose him.'"

Killing the mother:
"'Ah, the feisty goodwife. Quite the mouth on her. Someone must have wanted her dead... right?'"

Killing the Nord warrior:
"'Oh ho. The whimpering Nord, eh? Yes, yes, I can see how you'd come to that conclusion. Interesting choice.'"

Killing all three:
"'Well, well. Aren't we the overachiever. Three possibilities, three victims. Must have been one of them, right? So why take chances...'"

Killing the Khajiit and the mother:
"'Hmm. The fearless wife and mother, and the underhanded Khajiit. Had to be one of them, right? Interesting choice.'"

Killing the Khajiit and the Nord warrior:

 * "The timid warrior and the sly Khajiit. Must have been one of them, right?"

Killing the Nord warrior and the mother:

 * "The blubbering barbarian and the tenacious mother. Must have been one of them, right?"

Killing Astrid
"'...Well...done...' (this may mean that it was Astrid with the contract on her head.)"

Bugs

 * If the Dragonborn kills one of the victims and raise them as a zombie, when they talk to Astrid she will just say "Brother." Then the only way to exit the shack is to kill Astrid. (Killing another victim and not raising them does not fix this).
 * Sometimes it can take several days to receive the Courier's letter even with sleeping.
 * If the courier still does not appear, try fast traveling to a different hold and waiting.
 * The bound captives make it possible to level up certain skills (i.e. Illusion, via use of calm/fear/fury spells) indefinitely. Astrid also makes it possible to level up easy, as she will not continue to attack when defeated, she will just stand there until you attack her again.
 * If using the Clairvoyance spell, the path leads to the Khajiit. Whether this is indication that he is the proper target, or it is due to the way the targets are arranged, is unclear.
 * Taking the hoods off the victims will affect their ability to see the Dragonborn, but will not influence their dialogue or attitude (i.e. they will still speak in the same muffled manner and refer to being unable to see).
 * Killing a prisoner and leaving the shack before completing the quest will cause Astrid to teleport back to the Dark Brotherhood sanctuary.
 * Sometimes when you wake up you will not see anything blurry and Astrid will just start talking.
 * Sometimes after you sleep you will be frozen after your conversation with Astrid. Reloading the save does not fix this. Waiting seems to be the only way to fix it.
 * If you go to the Abandoned Shack, unlock the door using the command Unlock, go inside and kill Astrid before the quest Innocence Lost, you won't be able to start or continue any quest related to the Dark Brotherhood.

Trivia

 * Astrid may be the target with the bounty because A) She is the leader of the Dark Brotherhood and B) She congratulates you for killing her.
 * After you kill Astrid, if you speak with any of the prisoners but exit the dialogue without freeing them, they will respond with unmuffled voices, even though they are still hooded.
 * There are slaughterfish in the ponds just outside the Shack, making it (almost) impossible to fast travel from the Shack, unless the slaughterfish are killed or you are out of range.