Velsa let me in on one of the perks of being a member of the Thieves Guild: Heists. She's sending me to the guild's heist master to get vetted for work.
Or, if the Vestige obatins the quest from Velsa's note instead of from Velsa herself:
Velsa left me a note to discuss one of the perks of being a member of the Thieves Guild: Heists.
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