Okay how do I join the thiefs guild?
Also I went through the tunnels under riften and came to a door a guy won't open, He just says his friends will be mad at me. How do i get that door open?

I think you need to talk to someone in an inn to start a quest. Complete it and you join it or something.

Do you mean Esbern? It's buggy, and you may not be able to hear him. try just waiting for about three minutes. He is talking and then unbolting bolts to open the door. Google the bug and see what you get, but try ther three minutes of waiting. Dont use the open the door function, just wait.

Google it before coming here.

You have to talk to Brynjolf in Riften. He will start the questline to get into the thieves guild

This is the skyrim forums tho no harm in asking here