To help you with your mission of killing everyone on the Sanctuary, Lachance gives you two items: a Poisoned Apple and a scroll that will summon Rufio's Angry Ghost for 2 minutes. Remember Rufio? He was the guy you had to kill to get into the Dark Brotherhood. Well he's a Ghost now and he's not very happy about it.
Depending upon how you'd like to play it out, the Apple might be useful, but the scroll is just about useless in my opinion. In order for it to work, there has to be someone hostile nearby. Otherwise the Ghost just kind of hangs around. If you're doing your job as an assassin correctly, no one will know what you're doing, so they won't have an opportunity to go hostile; they just die. So the Ghost just kind of hangs around.
You can try to talk to the other people at the Sanctuary, if you want. They don't have anything useful to say, except for Ocheeva's comment that you need to follow Lucien's instructions.
M'raaj-Dar finally decides that you're not a smelly ape after all and wants to be your best buddy (his Rumors topic is the same old insult, though). If you're wanting to purchase anything from him, now would be a very good time. You won't be able to get the gold back after you kill him, nor will he have any of his merchant inventory, but he's still got Poisoned Apples and some spells that can't be had elsewhere.
This is also your last chance to have Valtieri turn you into a Vampire. If you don't take him up on it, you'll need to get a regular old Vampire to do it, which can be a lot more painful.
So once you've done whatever needs to be done, take care of business and don't leave any NPCs breathing. Telaendril may be the only problem in the bunch. She's only in the Sanctuary on Monday, Wednesday and Friday. If she's not there, you'll need to track her down on the overland map. She'll either be in Leyawiin (Tuesdays), Bravil (Thursdays) or Cheydinhal (weekends). You're welcome to any of the stuff that may be left in the Sanctuary. I don't know that three sets of Shrouded Armor will be too useful, but the NPCs should all have good weapons and they each have a chest with some decent stuff in it.
When it's done, report back to Lachance. He promotes you to Silencer and makes you his private assassin. You will now be receiving your orders through "dead drop" locations, which are scattered around Cyrodiil. In fact your first set of orders can be found in a pile of rocks on Hero Hill (southeast of Cheydinhal). He also gives you a horse: Shadowmere.
Shadowmere functions as a level 10 creature with 500 Health points and a base 50 in combat and stealth. If you leave him alone long enough, he will wander back to Fort Farrgut and you'll get a message to that effect on your screen. Aside from that, he should work pretty much like any other Black horse.