You choose to journey to Riften and the Thieves' Guild said to operate from its sewers. Once you arrive, asking only a few of the townsfolk leads you straight to something called the Ratway, a filthy series of subterranean tunnels said to house their ranks. You find the nearest entrance to the sewers, hold your nose, and enter in search of Skyrim's most notorious band of rogues.
The passages are labyrinthine, but after a few hours of backtracking, avoiding skeevers, and shooing away the homeless, you eventually find a small room leading to a rounded wooden door. Two armed men stand in front of it. The one on the left is all beef, seemingly composed of little more than unadulterated muscle. The other looks to be made of more average stuff but, for some reason, is covered in hundreds of tiny bells.
Moving slowly, and with your empty, unarmed hands as visible as possible in these dank, darkened halls, you approach the guards.
"I'm, uh, here for the Thieves' Guild," you manage.
"You?" the meaty one responds. "The Thieves' Guild?"
"I need to speak to the group's leader," you say. "My concerns are quite pressing."
The man smiles, showing three (soon to be two, by the look of things) brown rotting teeth still clinging to gum. "Ain't nonebody see the Guild Master who ain't a member. And you want to join, you need to test in."
"Very well," you reply. "What shall I do to prove my worth? Pick a pocket? Perhaps a lock?"
"That's all later," he explains. "First, we weed the weaklings. You may have noticed my friend's jangly-like clothings?"
"The bells?" you ask.
"You sure don't hear good," he replies. "That's what I said, and all. Now here's the test, and I'll only explain it once. I'm going to throw a smoke bomb and you've got until the air cleans to have all his clothes off without making a sound."
"Without a sound?" you repeat, shocked by the suggestion. "But they're covered in bells!"
"That's what makes it a test," the man mumbles. "Wouldn't be a right test if it weren't hard on some to take."
"Are you sure you ask all of your members to pass this before joining?" you exclaim. "I don't know, it just seems awkwardly difficult."
"Oh, another thing," he says. "You don't pass, I slit your throat."
"What does that have to do with the test?" you ask.
"It don't," he answers through an eerie smile.
This is a bad idea. Head to the Mage's College in Winterhold instead.
You almost decided to visit the Companions in Whiterun before coming here, and its not yet too late to change your mind and go there now.
If this bozo once passed this test, you're sure you can, too. Onward!