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To get the Thief stronghold, choose Thief as the class for your main character. Go to the Docks district in Athkatla and speak with Renal Bloodscalp inside the Shadow Thieves Guild Hall. He'll give you the quest "Find Proof of Mae'Var's Treachery". Complete the quest, ending with killing Mae'Var, and Renal will give you the offer to take over Mae'Var's position. Accept, and the achievement will unlock.

Note: This can be done immediately after the prologue and speaking with Gaelan Bayle.