When you're in Windhelm, you may hear guards or citizens talk about how the Aretino House is 'haunted' or 'cursed'. If you go around the right side of Windhelm(From the front door)you should see a woman and a child talking about the Aretino House. To the left of them is a door, which leads to the Aretino House. Lockpick the door and enter, you will see a young boy preforming what is called 'The Black Sacrament'. Approach him and after a few babbles, he will ask you to kill Grelod the Kind in the Riften Orphanage. Enter the orphanage and kill Grelod the Kind. Once you do this the children will start cheering. Now you return to the Aretino House. Aretino will reward you. Next, you have to wait for courier to approach you and give this letter with a black handprint on it saying, 'We Know'. Now you have to sleep in any bed.
Once you awake, you will be in a cabin with someone named Astrid. She will talk about stuff, then tell you you have to kill someone. Kill any of the three people behind you, and then talk to her. She will say something about her Sanctuary and that you should go there. Go the Sanctuary a little bit out of Falkreath. Enter with the phrase, 'Silence, my brother', then the door will open. Once you enter you will meet with Astrid again then talk to another character, then he will say 'Welcome to the Family', then your achievement will pop.
Hope this guide helped!