I see two areas worth addressing here. Bear in mind that there are many ways of roleplaying and my observations are the result of my own thinking - which only has the validity that one subjectively assigns to it. That is, feel free to read and ignore, for having fun in your own game is what really counts. :tops:
So I've made a character which I role play as a good character, who only steals when it's necessary. Then without thinking I managed to join the Thieve's Guild and now I need a good excuse for my character to have become a thief. The best thing I could think of was that the Thieve's Den place made me consider thievery as something that isn't all bad after all. However, that isn't quite good enough for me. I don't want to start over, as I quite enjoy this character and what he's done so far.
I would submit that you can come up with the mental gymnastics to justify anything, but is that roleplaying or pressing a round peg into a square hole? Have you considered asking your character what they want to do, since it is their butt on the line? If my character unthinkingly managed to get herself into the thieves guild, I suspect she would slap herself, walk away and chalk it up to a learning experience. If you have to rationalize something, that ought to set off warning bells.
I've already decided that he will accidentally become a vampire, and he will lose himself to evil somehow which will cause him to join the Dark Brotherhood later on.
If you have already plotted out your character's future, is that roleplaying or marching them through a script? Is your character an actor performing a directed role or are they living their life in Tamriel?