you gotta join the dark brotherhood to get it. you join by doing the "innocence lost" quest for the young boy, killing the orphanage lady (don't feel bad, she's a bitch) then just sleep for a few hrs in a bed and you'll be contacted to join. fastest way to level sneak is to make kills from stealth, that i've found. thieve's guild is in riftan sewers

you can do it later in game too by joining dark brotherhood and gaining the nightmare horse, he regens really fast; but leveling like that ruins it for me, i only did 1 rank of 1h for a new training tier

well the thief guild gives out non-kill quests where you're sent out to steal, cook books, plant incriminating evidence etc and the dark brotherhood is all assassinate quests, including some...high ranking officials both are fun, and you can join both groups

I just came back from friends house, and I am deciding whether I want to make a Wood Elf and go with Sneak/Assassin/Rogue-Archer type class or make a Dark Elf and go Sneak Magician kind of class. I may just go with Wood Elf since I am new to the game.

Well I am a heavy armor / one handed and I can kill pretty much anything but I still have trouble sometimes I dont really know how well other classes tank when I still lose tons of health even with the best armor
But I think a mage/enchanter would be tight

i went with a wood elf and i'm going archery/stealth character.
gonna get some backstab and daggers later maybe, not sure yet.

Join The Dark BrotherHood right away and get the good gear:)

i don't know where to get the quest line starter.
i'm only in whiterun, but i think i just did the main companion quest (the one that makes you "official")

Well, talk to random people in white run and someone tells you some boy is looking for the dark brotherhood

mm alright, i'll give it a shot later.
currently taking a break, played for like 5 hours lol