Join the Thieves Guild in Skyrim

Do you want to join the Thieves guild in Skyrim? Don't know where to start? Then don't stop reading!

Steps

Travel to Riften. If you haven't been there yet, go to Whiterun Stables where someone is outside with a carriage which you can hire for 20-50 gold.
During the day, at the main bazaar (walking straight through from the main city entrance) is a man called Brynjolf. Normally he will start talking to you, but if he doesn't you can talk to him.
He will ask you to plant a ring in someones pocket. Failure or success depends on your pickpocket level. Do this quest.
After you done the quest talk to him. He will give you 100 gold.
Now go to The Ratways in Riften. It's an iron barred door next to some water under Riften. It's under the bazaar. There are less than 5 bandits inside.
Travel through it until you come into the Ragged Flagon. Be careful to save the progress before entering, because there might be a bug and they attack you and they won't even die.
Speak to Brynjolf there. He will give you a new quest, involving 3 people. Complete it, and you will be a member of the Thieves Guild.

Don't mention to anyone that you're a member of the guild, or Brynjolf bans you and then you have to pay to re-join.
Always save before doing dangerous things as you don't want things to get "messed up".
Best is to do this at a high pickpocket level, so you will not fail planting the ring into someone elses pocket.

At the Ragged Flagon, there might be a bug what will cause thieves to attack you on sight. Save before entering as they won't die.