Brynjolf will not follow me what so ever. I go to talk to him at his stand. He then tells me to follow him, but he does not move, and simply stands there looking at me. I tried restarting from the last save about 12 times now. I also tried running into him, punching him, killing everyone in the town until I died. And nothing seems to work.

Does anyone know why this is accruing?

Have you tried using the Wait command and waiting for 24 hours or more? That would sometimes "unstick" NPCs in Oblivion.

I waited for 13 hours, but never tried 24 hours. Will try that here soon then.

If it is still like Oblivion, you might try leaving the area and waiting for more than 3 days to pass. That should 'reset' a cell.

I have exactly the same problem.

He stands on the market with a not moving crowd in front of him(a big part of the citys npc are staying there around day and night).

I tried to wait 3 Days(even 5) and moved from one end of the world to another one.

He just keeps saying "please follow me...". But he doesn't want to move.

I solved the problem for me.

just use the console and type in:

setstage tg02 40

After this you can talk to brynjolf again and get the next steps of the quest.