Cicero is a prominent character in Skyrim's Dark Brotherhood questline, and choosing whether or not to kill him is a decision players will have to make. While killing him may seem like the logical thing to do in Skyrim based on the crimes he has committed, sparing Cicero may actually be the more moral option, according to Dark Brotherhood law.
During the Dark Brotherhood questline, it is revealed that the Dragonborn is the Night Mother's new Listener, a role that Cicero was hoping to fulfill. Astrid accuses him of conspiring against the Brotherhood, and Cicero becomes hostile against his leader for questioning the Night Mother. While the Dragonborn is away on some assassination missions, Cicero attacks Astrid and wounds other members of the group, and then he flees to the old Dawnstar Brotherhood sanctuary where the Dragonborn must decide to kill or spare him.
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While Skyrim may paint this series of events as Cicero's fault, there's a lot more information to read in between the lines. First, and possibly most importantly, Astrid betrays the Dark Brotherhood and the Dragonborn, and everyone inside the sanctuary is killed except for Nazir and Babette as a result. It's possible Astrid's motivation for doing this is simply that she didn't want her authority questioned or otherwise undermined by the Listener, who is meant to hold the highest rank in the Brotherhood. This would make sense because Astrid accuses Cicero of plotting against the Brotherhood without reason or justification.
In fact, Cicero may just be the only truly devoted member of the Dark Brotherhood. Though the tenets have been officially abandoned in Skyrim lore, a list of the Five Tenets is still on display in the Dark Brotherhood's sanctuary. By spying on Cicero, going against the Night Mother's wishes, and betraying the Dark Brotherhood, Astrid violates all five of these rules. It's Astrid's megalomania that ultimately causes the overall downfall of the Brotherhood.
So, although Cicero might seem like an insane and unstable jester capable of murder, he's simply following the old laws of the Dark Brotherhood by listening to the Night Mother's commands. If the Dragonborn chooses to let Cicero live, not only are they following the wishes of the Night Mother, but they would be honoring the core beliefs of the Brotherhood by bringing them along as a follower.
As far as followers go, Skyrim isn't known for having effective companions, but Cicero is one of the best in the game. He's an assassin with high stats, but he also has a more developed personality than most companions in Skyrim, despite how annoying he might be to keep around.
The Elder Scrolls 5: Skyrim is available on PC, PS4, Switch, and Xbox One.
