Long ago when the cowl of nocturnal was stolen another item was also stolen ,it was the robe of sithis and the dark brotherhood has been trying for years to find its thief and spies have confirmed that the gray fox has it but no one knows who he is so someone must infiltrate the thieves guild and gain his trust.Because this is not an easy task no dark brotherhood member will be forced to do this and it is an optional task,the speaker in the sanctuary will give you a scroll with info if you want to take on this task and as a reward the member who kills the gray fox can keep the robe of sithis with the night mother's blessing.