You are now travelling to Riften, either by fast travel or carriage. When you get there, you can try and talk to guard into keeping your coin. Either way, get inside and meet Maul. If you fail to persuade him, he won't talk to you anymore but if you succeed, you can continue to “persuade” him endlessly for experience. Head to the Bee and Barb to meet Brynjolf.
He's going to cause a distraction and he wants you to steal a ring and place it in someone else's pocket. To start this, you have to meet him in town during the day. Meet up with him. If you don’t want to participate in his little charade (it does require committing a crime) then let him cause the distraction, go back into the tavern and then come back out to talk to him. Say whatever you like to him and you will be invited to the Ragged Flagon.
To participate, wait for his distraction and then go over to the vending stall to his right. Behind it and close to the ground is blocked secret shelf. You’ll need to unlock it and then unlock the safe box inside to get to what you need. Do both and then drop the ring in the pocket of Brand-Shei. Talk to Brynjolf again and he’ll send you to the Ragged Flagon. To get there, go over to any of the bridges and drop down to the pier area below. Just follow the piers and behind a gate is the door for the Ratway.
Inside the first room of the Ratway, you’ll find a couple of bandits talking. Try to get a sneak attack on one and then take them both out. Take this path until you go through a tunnel and on the other side of the tunnel is a drop. Drop down and look to the right for the exit from this room. Go down the hall and you’ll find some hanging moss and a door. Open the door but don’t go through it yet. A trap will cross the door way and then retract. Go through the door and you’ll come to a room with oil on the floor and a few doors, take the door to the west, kill a skeever and when you get to the next room, don’t enter.
There is a semi-circular ring around where you enter this door made of bear traps so be careful when crossing this room. You may also encounter a man who will try to beat you to death with his bare hands though he’s not always in this room. He isn’t overly difficult as long as you stay away from the bear traps. Get across the room and the next section is pretty linear, just watch for that pugilist if you haven’t seen him yet. Eventually you will get to a small grove with a couple of monarch butterflies (catch them if you like). Cross this room and in the next room, turn right and go through the door at the end.
You will now be in the Ragged Flagon. Walk around the outside of the room and talk to the people at the other end, Brynjolf included. Of particular importance is the bar keeper who will tell you that Esbern is further into the Ratway and that there are others looking for him.
Head further into the Ratway by exiting the Ragged Flagon to the right. You’ll come to a large room with multiple levels and an open center. Jump down the middle, then run behind the bars to the east and go south to find a door. Go through that door. You’ll find a flight of stairs in this next room that will lead to Esbern. He’ll be the one behind the heavily protected door.
After the conversation with Esbern, you’ll have to get back outside the way you came. In the previous room, you’ll actually have to climb up and out of the room while fighting off the enemies you didn’t fight before. However, this time you’ll have Esbern, making it a much easier fight. Work your way out of this room and back through the Ragged Flagon.
When you exit the Ragged Flagon to the first section of the Ratway, stop. Instead of turning left, which is the way you came previously, take the exit to the right and you’ll come to the room with the drop you had to fall down earlier. This time, you will be on the other side of a draw bridge. Drop the bridge using the lever, cross it and continue out of the Ratway. Just be careful of new enemies here. Allies of the Thalmor will have come into the dungeon to stop you. Once outside, fast travel back to Riverwood and talk to Delphine.
