Play through the storymode and DNA Sequence 10. The start of DNA Sequence 11 is when you kill a guard protecting treasure without being seen. In order to do this, I would recommend hiring your lady friends (150f) and having them distract the guards at the front entrance. Remember that you have a time limit; So you really don't have any time to waste killing this guard. Once through, climb the small wall a little past the front entrance. Use your Aireal Assassination Move to kill the guard and take his clothing. If your seen, you will have to start over.
Once done, you (Ezio) will dress up as the guard and try to look inside the treasure box when another guard tells you to come with him and bring the treasure box. Follow him without bumping into those annoying NPCs carrying the crates, or you will attract attention from other guards and may lose distance from the escort and start over.
When you reach your destination, you will meet Rodrigo Borgia. A little talk scene and then you'll begin fighting. Pretty simple. Once you think you defeated him, more guards will come and so will all your allies that you met. They all begin to fight and you will need to kill the guards. Don't worry about Rodrigo. Once you kill the guards, It will begin a cutscene of you about to kill Rodrigo, when he flees the scene. Your stopped from pursuing him by Teodora when your allies reveal to you that they're all actually assassins. They have been training you and leading you in the right path. They inform you that you are the Prophet and ask of you to join them as an Assassin. Once accepted, you will be brought to a tower and take the leap of faith to officialize your initiation.