Make sure it's for something simple and cheap, like stealing an apple, because you have to serve your sentence and long sentences can mean large skill decreases. The not-so-simple way is to get thrown in jail. If you answer that you want to work with him, you'll be told to go to the Garden of Dareloth in the Waterfront district at midnight. At that point, they'll ask whether you want to find him. No one can tell you much until you ask a beggar whose disposition is 70 or better. After reading one of those posters, you'll have a new conversation topic for The Gray Fox. The simple way: scattered around the Imperial City are wanted posters for a fellow called 'The Gray Fox'. There are two ways to do this: the simple way and the not-so-simple way. That is *until* you do something to bring yourself to the attention of the Guild. Oh, you'll find lots of people who can talk to you about the Thieves Guild, but no one who can give you any concrete information. The Thieves Guild is back to being a secret society, so your first order of business is to figure out how to find them. Beginners Guilde to Oblivion: Thieves Guild