If you kill an innocent person, or a guard, go to sleep afterward. When you wake up, Lucien will appear, telling you that you sleep well for a murderer. He then offers you a chance to join the Assassins' Guild. If you go to Cheyrindal, find the abandoned house near the East Gate, pick the lock. Go into the house, and find the door to the basement nearby. Follow the path and approach a black door with a skull on it. This door leads you to the Cheyrindal Assassins' Sanctuary
After you complete the contracts given to you by Ocheeva and the vampire, Lucien requests you go see him in his "home". Travel there, get past the Dark Guardians and other various traps, and speak to Lucien. He informs you that there is a spy in Sanctuary, and that you must cleanse it. And by "cleanse" he means "kill everyone in there".
It is odd, because after you travel back, the sorcerer there wishes to be your friend, after all of the insults and mean things he says to you. This seems very suspicious, and makes it look as though he is the spy, and knows what is about to happen. It is never revealed if he is or not.
He isn't a challenge to kill, so go right ahead if you want to kill everyone in the Sanctuary.
After killing them all, go back to Lucien and tell him what has happened. He tells you that you will no longer receive contracts in person, but they will now be scattered across Cyrrodil in drop-off locations that will be revealed after you complete each contract.
Elder Scrolls V: Skyrim
In Skyrim Lucien Lachance makes an appearance as the "Spectral Assassin", a companion that will stay with you until he dies but can be resummoned once a day. You earn the power during Skyrim's Dark Brotherhood storyline and he will comment on events that happen during the remaining Dark Brotherhood quests.