I killed Lucien when he approached me after sleeping but now I realised I want to do the quest but he won't approach me again after I resurrected him and he only talks about rumours. Is there any way to start the quest again without starting a new game? PLEASE HELP!

Unfortunately, even with the console, it's impossible to move backwards in a quest - only forwards. When you killed Lucien, it updated the quest and that's that.

The only solution other than starting a new game would be to go back to a save from before you killed him. I presume from your question that such a save doesn't exist. There's a lesson about Oblivion in there that most of us have learned the hard way - keep multiple saves

Sorry I can't be more help than that....

You resurrected him, so I'm assuming you're on the PC. There are mods that allow you to start the Dark Brotherhood questline despite killing Lucien.

Like this one.
http://www.tesnexus.com/downloads/file.php?id=12707