I've searched the forums a couple times and my searches only bring up every single post/thread that mentions theives+guild+help.

So I need some help understanding how I move past these simple heist/shill etc jobs from Vex and Delvin to the important ones?

I've done 25 of these jobs as I'm getting the gold ship now but I've yet to move to the other quests. I really would like to understand what I need to do.

Am I supposed to do 5 jobs in 4 cities? Per character, doubling that? I'm confused.

and is there any way to know which places i've done jobs at and how many jobs per city and all that?

Cause i do not see anything to help me know what cities to be robbing.

You have to do five jobs in each city. Once you have done 5 in a city you do a special job. Once completed this gives you a fence in that city and improves the thieves guild and adds extras in the ragged flagon. If you have done 5 jobs in one city and you get a job there again you can reject the quest and tell Vex or Delvin you don't want to do it. It just means you fail the quest. Basically you have to count how many jobs you have done for each city. There is no way of knowing how many you have done. To speed things up get two jobs in the same city. This means you can kill two birds with one stone.

There is a way to see where you've done a job. Look at the journal entry for the job, it should say what city it was in.

There is no penalty for dropping these quests, the best thing to do is keep speaking to the quest giver and telling them you no longer want to do the quest. Then re-take the quest again until you get the city you still need some for. It rarely offered me any for Markath so in the end I just kept taking and dropping quests till a Markath one came up (knowing for certain i'd done at least 5 in all the other cities).

Or you just simply save before asking for a job and if it is in the wrong city load the save.

And the reward is worth it too.

Delvin is the only person you will need for this.

It's basically a grind. I found it so boring I almost gave it up. Those small quests are so easy! But the result at the end is worth it, so just keep plugging along.

What everyone else said. It gets kind of boring but once you're done with them, you have a place in the Ragged Flagon where you can sell up to 8K worth of stuff at a time. Tonalia herself will be able to buy 4K from you at one time. And if you count the vendors in the market place, the blacksmith, and the Pawned Prawn, you have a town where you can unload close to 12K worth of merchandise in about 8 minutes.