Thievery in Risen 2: Dark Waters
While you are certainly free to follow the honorable path of the professional soldier and gentleman, the dynamics of the world in Risen 2 is not really set up to reward that sort of behavior -- it is however set up to reward the shadow-masters called Thieves.
A variety of skills are used in Thievery, and if you are intent upon excelling at that less-than-honorable profession (actually considering that this is a world dominated by pirates perhaps it is actually an honorable profession?) -- either way you will want to develop the following sub-skills:
Dirty Tricks: When you are going into a fight place the item you want to use for your Dirty Trick in your left hand -- sand, rocks, a coconut, whatever -- and hurl that into the noggin of your opponent before laying into them with your main weapon. There is a long cool-down timer for this skill, so be sure that you are accurate and your trick is effective as possible, right?
Lock Picking: One of the most important skills to level even if you are not a thief, being able to pick locks means that you can pass through doors you are not meant to, enter houses that belong to other people, but also open locked containers that may or may not contain treasure and, upon occasion, help out some poor bastard who had found himself wearing jewelry that they do not want to wear -- like shackles!
The process of picking locks is a skill that you will level, and is accomplished by using lock picks -- and involves the manipulation of the bars inside the locks that are what makes them work. They have to be manipulated open in a specific pattern, but that is a lesson that will come with experience.
Picking Pockets: Give a man a fish, you feed him for a day, teach a man to fish, and you feed him for the rest of his life! Same deal with picking pockets really -- as once you learn how to do it and then get better at it, money will be in most of the obvious places you choose to look for it, including the pockets of strangers!
Learning the sub-skills Thievery I through Thievery III improves your skills in picking pockets, but be aware that when you do pick pockets you are only allowed to pick the pocket of a particular NPC once, and only during the brief period of time in which they are distracted (you distract them).
Silver Tongue: One of the Cunning sub-skills, the Silver Tongue sub-skill allows you to convince weaker minds to do the things you ask them to do. While this is technically not a Thieves skill per se, it is a very useful skill for a thief to have, and can save you a lot of time on quests where getting an NPC to help you out will, well, help you out!
Sneaking: If you plan to go into Thievery in a big way this is a skill you will want to master right away, since it is basically the skill that dictates whether or not you wake up the sleeping NPC's in the house you are trying to rob! As you do not want to be caught doing this, raising your Sneak Skill is a really good idea and something you will want to do right away.
When you choose to sneak around it is a good idea for you to be discrete about going in and out of Sneak Mode -- because when NPC's notice you going into Sneak Mode it makes them suspicious of you and causes them to watch you closely.