Is there an ideal time to seek out the thieves guild? I'm level 9 and was just given "The Horn of Jurgen Windcaller" quest. I'm itching to get started in the TG, but I'm not sure if it's too soon or not. When (if) did you join the thieves guild?

If I play a thief, I like to join the guild early (timewise) so I can start selling what I steal and feeling like a thief. I haven't considered what level might be best, so I might be missing something.

It really doesn't matter, but I think one or two particular missions won't be too smooth if your sneak skill is low. It really depends on how you want to play your thief; I usually prefer not killing or making a ruckus on jobs. You can still run around swinging and get things done.

I would join the TG pretty early, since there are the chests that you can use to level up your lockpicking. Plus, you can pickpocket them without any penalty.