So im bit confused.

When should i do or visit certain towns,guilds?
I mean is there some level restriction to go in every town and do the quests there or visit any guild on lets say lvl 15.
So im lvl 15.and i want to join dark brotherhood or thievs guild.Problem is those places are far from Winterhold and many other dungeons and places are on my way.So is it okay to go directly to those places?

When did u join those guilds,what lvl where u?

There's no level restrictions... You can go to any city and join any guild at any level.