I have consulted the walkthrough but it is still unclear. I've encountered the shady figure outside the inn after stealing some trinkets from stores but he was not really clear & did not mention the guild at all, just told me not to try selling stolen goods to regular merchants. Does a certain amount of time need to pass until I meet the fence? The walkthrough post mentions a secret passage to the thieves' guild in the sewers but I've looked everywhere and cannot find it. Not sure if I have to do something else before it's unlocked...
Yeah... sorry if the shady character is unclear. basically you have to stop stealing for a few days. then go to the pub, and you should be approached by someone. He'll fence your stolen goods and give you instructions what to do next. You can't get into the Thieves' Guild through the sewers if you are not yet invited, after that you go in that way.