Q&A for How to Join the Thieves Guild in Skyrim

Brynjolf can be found in the marketplace. He's the tall red-haired bloke at one of the vendors, right outside the door of the Bee and Barb tavern. If he is NOT there, you will have to venture into the Ratways and make your way to the Ragged Flagon.

If the Thieves Guild is attacking you, there are many possible reasons why: 1. Game error 2. You've attacked someone affiliated to the Guild (i.e. Sapphire, Maven Black-Briar, Bryn, etc.). The best way to fix this is to reload the game to before you attacked whomever. If you're already a member of theirs, sheathe your weapons on sight and hope they back off. Talk to Brynjolf or Vex, the Reparations quest will start, and you will have to pay as an apology.

If you mean that bandits keep attacking you when you enter the Ratway, this is normal. Unless you attack named members of the Thieves Guild (found in the Ragged Flagon/Ragged Flagon Cistern) then the actual members won't be hostile. There are supposed to be random hostile bandits in the Ratway; you'll have to defeat them to get to the Ragged Flagon and continue the Thieves Guild questline.

You need to make sure you are not seen (when sneaking, the white eye in the middle of the screen should be closed). Save right before pickpocketing so that you can reload and try again if things go wrong (a good way to avoid redoing this quest and going to jail). Go behind everyone so that no one can see you. Of course, you also have to do this quest when everyone's back is turned because of Brynjolf, so this is all about timing.