When I meet Cicero, he only repeats:

"Unfair! Unjust! Cicero has done nothing wrong! Loreius will pay for his treachery! Oh, how he will pay... And you! You were no help! Not at all!" At the farm, Loreius will be more than happy and hand you a gold reward: "Ha ha! Oh, I knew I had a good feeling about you! Here, my friend. A few septims, to show my thanks, hmm? And may that twisted little jester rot in a cell for a fortnight!"

The guard and the two people at the farm does the same. Is there any way of resetting the mission if it's a bug?
Thing is, I think I made Cicero get arrested earlier, and I got the reward from the farm guy. But now the guard keeps repeating he will arrange the arrest.
If my problem is unclear I could start the game and write exactly what the guard and the farm guy keeps repeating.

So did I miss something or is there a problem with my game?
Please help!

Cicero will (afaik) stay there just repeating the same lines when you talk to him until you properly start the DB questline. At least I assume that is the case if you get him arrested, because that is the case if you help him (except his dialogue is a bit happier in that case - he was there for over 3 in-game weeks in one of my games). It's not a bug, just poor design not to have him disappear sooner. The farmer and guard don't have any other lines of dialogue that you're missing out on, so I wouldn't worry about it.

This should probably be in the spoilers forum btw, since it pertains to quest details!

You're not glitched. Sometimes the game can take a few days to clear up a scene, but since you chose to have him arrested, the game is going to "recalculate" a few things based on your decision.

If you want to reset this, you'll have to load a game prior to alerting the guard of Cicero's arrest.