While on his way to Riften, Garthar came upon Vex being attacked by a pack of wolves and assisted her in killing them. Immediately afterward, Vex attempted to rob him. They were locked in combat, but neither could best the other. Impressed, Vex invited him to join the Guild.
It's also hinted that Garthar has taken a small liking to Vex when he says, "I wouldn't want to cross blades with Vex again, but I certainly wouldn't mind a bit of a scuffle."