when i talk to mjoll the lioness about the theivs guild she dosen't give me the quest does it matter if your part of the theivs guild?

Doesn't give you what quest? For the weapon?

I wasn't when she gave me the quest. Did you try talking to the guy following her around first?

I was the guildmaster of the thief guild and I still got the quest. All that matters is your initial response.

You don't need her to give you the quest to obtain the weapon, if that is what you're asking.