Hey!
I have started to join the brotherhood, are there targets i shall kill who has a quest related objectives? I feels it is bad if i kill someone that can have a quest, and then the quest is lost forever.
Are the quest i shall take before i can start killing

Some of the targets have miscellaneous quests associated with them. You'll lose access to those as soon as you accept the contract though, as at that point your conversation options will be limited to the pre-kill dialog.