Agreed.
Would be better if you tried selling something of value and word got round - or even better you sell it to a particular merchant who then informs you.
...Like Shady Sam, or his "sister", Shady Sally....
It's actually a bit logical. You're a thief, and you're "new in town" (having just escaped from the Prison), and of course you have no money (except for maybe what you made selling the loot from the Tutorial Dungeon). What are you going to do? Steal some stuff, of course and sell it off for an initial stake.
Heck, even as a non-thief, I usually head first to the Tiber Septim and nick all the (completely unreasonably completely unguarded-- the door isn't even locked!-- unless maybe T.I.E. puts a man or two there)
silver goods out of the Banquet Hall on the second floor. Because I'm too chicken to head to a dungeon on my first day, and you know, I don't have any money at all.
But in the "real world", you ought to be able to get a rumor of somebody who buys "small" stolen goods (a pawnbroker, as it were), so that you could sell this stuff (which is generally pretty small potatoes), and who acts (unbenknownst to you) as a "lookout" for up-and-coming petty thieves who might be of use to the Guild. So basically Shady Sally (a new NPC because the one you'd most expect-- Shady Sam-- is already affected by too many other mods) is a Thieves Guild fence who only serves thieves not in the Thieves Guild (yet). Once you've sold X amount to her, you get contacted by the Guild for admission. Once you're admitted, you can no longer use Sally as a fence (because that would tip off the authorities that there is indeed a Thieves Guild, or something). Better still, if you are caught or captured between the time that you start selling to Sally and hitting the quest completion amount, you fall back to 0 and have to start again building your "reputation" (kinda like The Weakest Link), therefore enabling you to show/increase your skills to be actually worthy of admission to the Guild.
It's a good idea, Psymon, and not too disruptive, I don't think. Whaddaya say, migck?