RELATED: Skyrim: 5 Reason It's The Best Elder Scrolls Game (& 5 It's Morrowind) If it is started after joining, it will just cause some of the options to disappear but will add some different lines as Cicero realizes the player is a sibling. An optional quest taking place before the player is even initiated into Skyrim's Dark Brotherhood is Delayed Burial, though it can still be completed during the first two quests in the series.