Skyrim – walkthrough and progression.

I don't really like this; I didn't develop my hero in that direction. And in general, all these assassins and thieves... They should be cleared out, ideally. Can you tell me where to find the Dark Brotherhood's hideout? Or do I have to kill that woman from the orphanage?

I think so. After you complete the quest for the boy in Windhelm, you'll meet the head of the Dark Brotherhood. She'll tell you to do something, but you can kill her, and then there will be a small quest to eliminate the Dark Brotherhood in Skyrim. The reward, if I remember correctly, is 3500 gold, plus a lot of expensive gear from the sanctuary.