Astrid will inform you that 'One of these poor sods has a contract out on their life. If you don't wish to kill Astrid, the room is also occupied by three bound captives. Doing this will cause you to fail this quest and immediately start the Destroy the Dark Brotherhood! quest. You have the option of fulfilling the Night Mother's demand for a life by killing Astrid.

The unpickable door to exit the shack is locked, and Astrid has the key. She will tell you that you cannot leave the room until someone dies. Thus, you must repay your debt: 'A life for a life', as Astrid explains. She will calmly inform you that your killing of Grelod the Kind has pleased the Dark Brotherhood, but that, in doing so, you stole a contract belonging to the Night Mother, the Brotherhood's disembodied spiritual leader. You will awaken in an abandoned shack to a greeting from Astrid. The quest can also sometimes be started after completing Aventus's quest by sleeping in any bed, even before receiving the Mysterious Note from the courier.

Some time after Aventus Aretino rewards you for killing Grelod the Kind and you've left Windhelm, a courier will approach you and deliver a Mysterious Note bearing the ominous words 'We know.' The next time you sleep for any duration, you will 'awake after a full sleep' to find that you have been mysteriously transported to unfamiliar surroundings.

Skyrim abandoned shack mod