So I ve encountered a bit of a game breaking bug. I've succesfully completed 'Diplomatic immunity', but now Delphine won t give me 'A cornered rat'. I'm assuming this could have something to do with another bug I'm experiencing that won t let me join the thieves guild (the guy won't go to the ragged flaggon and the quest doesn t appear in my log). Is it because I did the dark brotherhood first?

Anyone?

wait what? You need to do the mission to Brynjolf frist,and then he wil lask to you talk to Mercer also here's something to help you:
http://elderscrolls.wikia.com/wiki/Etienne_Rarnis

wrong, you can just go down to the thiefsguild and do the quest

did you read the essay about esbern?

The Thieves guld quests has nothing to do With Delphine and Esbern. Try that:
http://elderscrolls.wikia.com/wiki/A_Cornered_Rat

I figured I had to finish the thives guild quest first, but unfortunately, that one is broken too. The guy won t talk to me at all and he doesn t go down to the ragged flaggon. It doesn t appear in my log either. I tried just going to Esbern, but he won t talk to me. He just tells me to go away.

I beleive he was referring the dossier that you picked up at the embassy. You need to read the one on Esbern to progress.

That's weird, I got past A Cornered Rat in my second game yesterday and I didn t have to read anything for Delphine to give me the quest =/