The black door near dawnstar is what you stumbled upon.
I also stumbled upon it, to start the Dark Brotherhood questline you go to Windhelm.
There is also a special quest you can do before doing the windhelm DB quest in a farm just northeast of Whiterun. --- The clouds pass... the rain does its work and all individual beings flow into their forms." The Book of Changes
What is life's greatest illusion? Orgasms. --- That's right folks, if you don't buy the game new you can't have access to the brown mile and crawl through ****. -hardcore rpg gamer towards RAGE coded sewers.