Yes, you become a Nightingale close to the end of the Thieves Guild questline.
There are 16 quests which are given to you by a daedric lord. One is actually part of the Thieves Guild questline.
You can't but you can get the Skeleton Key as part of Thieves Guild quests which is a unbreakable lockpick!
No, that's not necessary.
In terms of DPS, Chillrend would be, but only when obtained at lv. 81. Chillrend can be found in Mercer Frey's house during the Thieves Guild questline.
You have to go through the Dark Brotherhood questline. Innocence, my brother.
Yes, you can.
You need to know the Clear Skies shout. Use it on the barrier and it will disappear. The shout is given to you as part of the Main Questline, so if you don't have it yet you have to continue the main questline until you get it.
Skyrim for Pimps - 2011 The Thieves Guild 5-9 was released on: USA: 14 August 2013
You can't without mods.
You can acquire the Skeleton Key through the console command player.additem 0003a070 1. Source: Elder Scrolls Wiki page "Skeleton Key (Skyrim)"
Skyrim is completed by following the main questline, which takes about 40 hours. But that is not the point of playing Skyrim. The main questline is a small part of the game. There are many more challenges in this game, such as mastering to 100 the many skill trees available. If played on Steam, there are also many badges for accomplishment that can be won.