The Cure for Madness - p. 1 TES V: Skyrim Guide
Last update: 11 May 2016
New primary objective: Talk to Astrid
Go to the main chamber of the Dark Brotherhood's Sanctuary. According to other assassins and two short conversations with Astrid you'll learn that Cicero has gone mad. The jester has attacked Brotherhood members, wounding Veezara and trying to kill Astrid. Cicero has fled from the sanctuary but he is followed by Arnbjorn. You'll be asked to find Cicero and your first goal is to search his room.
New primary objective: Search Cicero's Room
Cicero's room is the chamber far most east. Once you get there, you can spend some time to find and read four volumes of Cicero's journal or you can approach the final volume marked by the game (screen above). Read the journal and take it with you (E key), because this is the only way to complete this objective.
New primary objective: Talk to Astrid
Return to the main cave, look for Astrid and start a conversation with her (screen above). Inform the assassin that Cicero has gone to another sanctuary and that you've learned a password needed to get an access there. Astrid will agree to explore that place and give you her horse named Shadowmere.
New primary objective: Behold Shadowmere
Exit the Dark Brotherhood's Sanctuary and walk to the left tank with dark substance (screen above). Wait until Shadowmere approaches in front of you. I recommend mounting this horse immediately and make him as default one, because he is more tough and faster than ordinary horses and he can also attack your opponents!
New primary objective: Locate Arnbjorn
Open the world map. A place where you have to travel to is called Dawnstar Sanctuary (screen above) and it is located in the northern part of Skyrim. If you haven't unlocked this location yet, you should start your travel in Dawnstar, a settlement close to it.
New primary objective: Talk to Arnbjorn
In order to reach the sanctuary entrance, you should follow the shore. Once you get there, walk to injured Arnbjorn to start the conversation (screen above). He will tell you that Cicero hides inside the sanctuary and that Arnbjorn wounded him seriously.
New primary objective: Enter the Dawnstar Sanctuary
Walk to the Black Door, guarding an entrance to Dawnstar Sanctuary (screen above) and after you hear the voice, say a password from the Cicero's journal, which is Innocence, my Brother (first dialog option). Wait until you're moved inside the sanctuary and save the game, because you'll have to deal with enemies and traps.