It requires some time and effort to learn your way around the Lands - both physically and socially - enough to survive as a regular person, let alone in a profession destined to make you unpopular.
It will also require some time and effort to acquire the necessary technical skills, and then to practice them to a useful level. These skills are not just handed out indiscriminately. You can acquire them on your own, but it may take you some time to discover how.
You will probably attract unwanted attention and get yourself killed, possibly even for mentioning that you want to be a thief.
You will not get rich. Farming is much more profitable. (But when was the last time you got an adrenaline rush from weeding?)
The Good News is that you can take up thievery as a second career at almost any time. Once you are sufficiently well versed and skilled to survive, you may begin to learn the arts in secret, while maintaining the cover of a simple blacksmith, etc. Or, you may gain favor with a group that will support your education and protect you as you learn.
Don't say we didn't warn you.