do you know the name of the one that you need for that quest, the one that should be kept alive, the reason i ask is ive only just initiated, and they want me to kill someone called shattersheild, that wouldnt happen to be the one would it, if so thats so annoying, well im now holding off, but i allready started the quest and i know when its been started and you try initiate conversation with the npc, the only things u can say is, the brotherhood send message or something like that.
Nope. Her name is Victoria Vicci from Solitude. She's your next door neighbor if you own Proudspire Manor.
None of them are major quests but there are a few that give small quests. And as someone else pointed out, Narfi also has a small quest.
Can't remember about Shatter-Shield though.
I suppose it depends on the way you like to play. I for one like to do as many quests as I possibly can. And waiting on the DB was best for me. Not to mention, it's alot easier to make your kills once you've built up your sneak and archery skills.
Also, doing the Thieves Guild also makes it easy to get yourself out of trouble if you happen to get caught. Thieves Guild members can bribe any guards to get out of trouble easily.