(Note: This is from my experience from playing Skyrim. I do have the strategy guide, but nowhere does it say how to join the Dark Brotherhood)
If you've played The Elder Scrolls series, then you no doubt know about about this notorious band of our favorite assassins.
Joining the Dark Brotherhood in Oblivion (the fourth installment of the series) was simple: kill an innocent citizen, and go to bed. You are then visited by Vicenti Valtieri, Listener of the Dark Brotherhood. The rest is simple to do.
Joining the DB in Skyrim takes a slightly different approach.
In the city of Riften (located in the southeast corner of Skyrim), you'll happen upon a stranger who initiates a conversation with you, He'll tell you about the local Thieves Guild and a rumor about a orphan boy in Windhelm trying to contact the DB. That objective appears in your list of Misc. objectives.
When you find the boy, he will think you are the assassin he's been waiting for and give you the contract to kill the cruel owner of the orphanage he ran away from.
Once you fulfill the contract, return to the boy to recieve your pay.
Finally, sleep in a bed that you own (as in a bed inside a house you own).
Welcome, brother or sister, to our little family.