D&D: Well, you are kind of a thief. Perhaps you can join the thieves guild for starters?
From Create Your Own Story
It's hard for a lone thief to do well in the world. No willing clients to start with, nobody to help fund resources for your missions and nobody to bail you out if things go wrong. At the very least it's worth starting in a thieves guild, even if you break away later.
Yes, now all that remains is finding a thieves guild to join. More powerful guilds tend to be easy to find and they tend to publicly advertise. The guard can't shut these places down, as they are too essential to noble houses and have paid their bribes. Either that, or the guard deals officially with them under the table when they really need evidence.
On the other hand, there are hundreds of smaller guilds that need to hide from the law. Whereas the former thieves guilds train investigators and spies, smaller guilds opt more towards thugs and muggings, and need to hide from the law. They tend to be cut-throat organisations, with leadership changing by day. On the upside, a skilled Rogue like you could easily do well in one of these organisations, and probably rise to the top of one easily. The only downside is you would probably get on the bad side of the law if you did...
Although there are even more esteemed thieves guilds in the city, most only recruit by head-hunting. That is to say, they'll ask you to join, not the other way around. Their bases tend to be hidden, and are just not an option for you.