After we'd emerged from the first dungeon, our character was a generic sword-wielding warrior. But the more of Oblivion we played, suddenly lock-picking and other shady larcenous activities began to tickle our fancy. During one such "activity," Mr. Lock-Picking Warrior got his ass thrown in jail. If you find yourself in the clink, you can sleep out your sentence, but take care as you lost a random skill point as penance (not to mention having to return any stolen loot). And that's where we found ourselves - but soon after getting released, we recieved invitation to the Thieves' Guild. The invite instructed us to report to a small garden located in a seedy shantytown just outdise of the city at midnight. When we showed up, we found ourselves in similar company with two other guild applicants. Along with them, we go our membership requirement - break into a man's house, steal his diary, avoiding killing anyone, and return to the Guild. To show you how totally free-form and open-world Oblivion is, we were one-upped in our Thieves' Guild quest by a cocky elfin woman. But not for long; we pick-pocketed the diary as she made her way out the door. And there are even more ways to approach the same task - we could've paralyzed our opponents if we had a magic-based character with the right spell, for instance.