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The Elder Scrolls V: Skyrim Hints
Talk to Brynjolf.
1 of 7: Talk to Brynjolf about everything in order to get the next three objectives, then read on for several useful guild-related tips.
2 of 7: You have three new objectives in the "Miscellaneous" section of your journal that you should do soon, especially the one about talking to Tonilia. She'll give you a Thieves Guild armor set, plus buy stolen goods from you. Also talk to Vex and Delvin Mallory about their Additional Job Quests.
3 of 7: Scattered around the cistern area are several guild chests that you can loot. After you do, you can store your own items in them indefinitely, since their contents never respawn. This can be a good alternative to buying your own house in Whiterun (or wherever) until you save up enough money to do so.
4 of 7: Look a ways to the right of Mercer Frey's desk in the cistern area for a couple of barrels, one of which has a book on it called Shadowmarks. Read through it to familiarize yourself with the various symbols that guild members use to mark special areas. You'll see such marks all over Skyrim, especially in the major cities.
5 of 7: Look in the SW corner of the cistern for a ladder. Climb it and use the pull chain on your right to open up an exit and discover a fast-travel location called "Thieves Guild." When you come back later, press the button that's in the diamond shape on the stone coffin to reopen the passage.
6 of 7: There are now three special "thief cache" barrels scattered about Riften. Loot them all for supplies now, then check back with them whenever you visit Riften to see if they've been refilled. (They get new items every now and then, but it can be a long time between refillings.)
7 of 7: Now that you're a member of the Thieves Guild, you can bribe any guard who tries to arrest you to look the other way. Note that this doesn't remove your bounty, but only keeps you from being arrested and having your stolen goods confiscated. If you're in the Rift hold, you could instead pay a guard half the amount of your bounty to get it removed. To earn that privilege in other holds, you'll need to do City Influence Quests.