Thieves in the start, tend to be the weaker classes ( do not be bewildered by this, you're going to get perfect later on ) and hence they have a short arsenal of skills at Disposal.
As a thief, my personal skill build would be like this [with detailed commentary on every skill, so do not worry :D ]
Air Combo Launch : Keep this at level 1. No practical use at all imo.
Aerial Frenzy : The first skill you'll be adding points to. Neat skill, deals lot of damage but must be executed in air. This is a thieve's basic damage dealin' skill. Gotta max till level 19, then reset it to 2 or 3 using rookie skill reset, just for PvP.
Cutdown : This skill is another one of thief skills that is worth the maxing. Decent skill, hits fallen victims as well. This is the skill that removes the use or Air combo launch when it's at level 3. Need to max this then reset to 3 at level 19 using rookie skill reset.
Somersault Kick : Kicks sound cool right? Nope. Useless skill. Cutdown is 'nuff.
Double Attack : Woo, nice skill. Since most of the time you'll just be out there in tutu/toto spamming 'x', double attack will help you a lot there. Needs to Max. Then reset at lvl 19 to 0 using rookie skill reset.
Re launch : Lamest skill, Total Zero utility. Don't even look at it.
Venom : Crap. Ignore it as well unless you just wanna act like a stupid guy going around spraying people with poison. xD
Rocket punch : Haha, favorite thief skill. This is one skill you'll keep forever due to its sweet stun rate. Totally max this.
Nosel tuning : Ehh, Lame skill. D: You dont really need an upgrade to rocket punch damage later, you keep it for its 70% stun rate so please do not add this skill.
Vitality : Hmm, adds extra hp turning you into a jester. You can leave it, max it, upto you. i left it at zero since it's basically useless. VIT based items, sets and pets are enough.
Dexterity : This is a controversial skill. Some tend to keep it as they desire to becoming evade built Nins or harles in the long run. I did not add any points to this skill, but you can choose to max it or just leave it to save skill points.
So basically by following this simple build, your main offensive skills are cutdown, aerial frenzy and rocket punch. That's all you need & added with double attacks. Everything else is useless, save skill points. :D