Probably one of the few things Xbox did better. :brokencomputer:
I think I can agree with that, it never made much sense to me that they attack you when you're fresh off the boat and haven't even DONE anything.
But yes, what you need to do to before they'll attack depends on which version of the game you have, either way, though, they should attack you in your sleep when they do, but don't worry, Dark Brotherhood assassins evidently aren't very good at their job, because whenever you get attacked, you'll wake up with a message telling you that you have been awoken by a loud noise, I guess they keep knocking things over or something, anyway, if you wake up and get this message, you know an assassin is not far. Kill the assassin, you might choose to loot him because they have pretty good light armor, if you don't want to use it, you can also sell it, but anyway, after the attack, speak to any guard. The guard will tell you that you were attacked by the Dark Brotherhood and that you should take to someone if you want to learn why, talk to that person, and do as he says, this will bring you to Mournhold. You can only get there using transport offered by an NPC the person you're told to talk to will direct you to.
You should keep in mind, of course, that Tribunal is designed with higher level characters in mind than the original game, so you might want to wait until you reach a certain level before exploring Mournhold, I'm not sure what exactly the recommended level is, but if you could probably reach it in Vvardenfell first before heading over there.