Ok, I could do some pick pocketing work for that stupid Bry....what ever the damn name is.
But Thieves Guild Quest out of nowhere just slipped in my journal (totally not my intention) and I really want to get rid of it.

It seems that I can't murder all the thugs in Ragged Flagon and if I ask bartender about Esbern, it automatically trigger Bry...dude's line to make
me collect their debts.

What should I do about it? Total roll playing fail seriously!

Considering Brynjolf won't talk to you about Esbern until you join the Thieves Guild...

I seem to remember on one of my characters I asked Keerava at the Bee and Barb instead, and she told me where to look, but I could be misremembering. I haven't yet managed to enter Riften without the "Talk to Brynjolf about joining the Thieves Guild" popping up in my quest journal, but then again I don't mind leaving it to rot there if my character isn't the thieving type.

Delphine tells you that he's probably in the Rayway somewhere. So, go find him.

I never got that pop up until I questioned the guy leaning on the pole near the entrance to Riften. My first playthrough I didn't get that far into the conversation but my second playthrough I mentioned I wasn't entirely clean myself and he continued to reveal the details of the thieves guild...thats when I got the pop up to go see Brynjolf int he market place and start the little scheme he had planned.

Pretty much this. She tells you to go find him in the Ratway, and you only go to Brynjolf for additional directions, its not forcing you to join the Thieves Guild; and IIRC you can still get the directions from someone else without joining the guild.

Dude always stops me in my tracks without me trying to initiate conversation with him. I wonder if that's triggered by something, like having a certain amount of gold or something. I'm generally fairly well off by the time I make it to Riften.

Yeh, it's difficult to avoid getting the misc quest entry for Brynjolf, but you can tell him to bugger off if you really want nothing to do with the TG.

AFAIK, you can avoid the College of Winterhold too if you already know how to find Septimus. No way to avoid his particular quest, though.

You could just look for him +1 to RP

Yes. U can do the quest without joining the thieves guild or framing the guy for Brynjolf talk etc..It is a bit harder but i did it without help from the thieves guild..but they will be unfriendly to u at the Flagoon bar and won't protect u in a fight at all ..however u can bribe bartenders to give u hints if u keep trying to talk to them..no matter how rude they are..there is a guy sitting in there u can take sneak lessons from (sounds like he has an Aussie accent) once they see u getting along with him and that u really do have coin..then one of the bartenders will let u bribe him...and may even warn u or something..I did it without doing anything dirty for thieves guild, but i had to fight alone and harder, and i did make it..

Wait... the Thieves Guild will send someone with you? I always go alone (whether or not I even bothered talking to anybody).

Don't worry - the Brynjolf quest is just an auto-triggered when you hit the trigger point (Riften Marketpalce) quest that gives the Player an Opener to Joining the Thieves if they wish - like the 'cast a spell to get in' quest at the College, or the Join the Legion/Stormcloaks misson added after Helgen. I think to much assumption that anyone going to Riften was looking to join the Guild and so we all get a very blantant recruitment task thrown at us.

Do it or ignore it as you wish.

A bit badly done and a bit daft that it gets auto added as a full blown 'do this for us' quest rather than a 'see me for a bit of larcenous work' opener.
Are they that desperate for recruits, or do they think everyone is a wannabe thief?

Yeah, but you get lots of random recruitment quests that seem unavoidable: "Talk to Aventus Aretino" and "Visit the College of Winterhold" and "Investigate the Bards College" and "Join the Imperial legion" and "Join the Stormcloak rebellion" I always get every time (along with "Visit the Shrine of Azura" and the aforementioned "Talk to Brynjolf about joining the Thieves Guild").

I have yet to do all of these on one character, even though all of my characters still have all the ones they didn't do in their Misc log.

You can go and ask about info in the most common place that you can find info....like a tavern...I'm sure a nice bartender lady will set you in the right direction....which is another tavern(and the bartender there), then you will find Esbern. That is what I did. I never even asked Brynjolf about him, and if I don't want any part in his little scheme, I just TAB out of the conversation. Sure, the quest to listen to him is there, but it doesn't bother me. You can even avoid him altogether, when he come towards you to propose his little plan, just run away.