The Elder Scrolls IV: Oblivion Tips

Entrance to the Thieves Guild
All you have to do is go to jail once for stealing an item. Sleep once (in the imperial city preferably the waterfront) and you'll be given a mysterious note to go to the garden behind the waterfronts abandoned shack. You'll be told to steal amantius allectus's diary. Wait or sleep for a short time long enough for methredel to get the diary she will put it into a chest in her house for the day. You can steal it from there very easily. If you fail to get the diary and she takes it to armond, then you must steal a sword instead much more difficult but still a second chance.