I got back into Daggerfall again and decided I wanted to play a custom thief, but I don't know where to begin..

Can anyone please give me a thief build and some tips on playing a thief?

Thanks a lot!

edit: does the stock thief class have the ability to cast magic? I set one up but I would like to at least use anchor and recall..

With the stock thief class I believe you will have enough Intelligence for Recall and other useful spells like Levitate - you may have to raise your Intelligence a bit though. On the attributes page of your character if you click on the INT button it'll tell you how many spellpoints you have.

I've enjoyed playing a Thief.
Used the ebony dagger for ages.
I don't remember specifics on spellcasting, though the Thief is quite limited in this respect.
But it doesn't matter once you gain access to the Item Maker.
Playing a Thief is quite enjoyable.
I worked on my jump and run skills a lot.
Also, in a dungeon be sure to SNEAK at all times. Initially it's painfully slow but your skill will improve and so you'll sneak faster.
It pays huge dividends as behind every door you'll find your opponents back facing you.
Sneak up and backstab, instant death.

I use a lot of illusion when I play magic-using rogues. Shadowform is an excellent spell that is basically chameleon that only works in darkness (hint: dungeons are always 'darkness'), so it's cheaper than its counterparts. Also, if you make your own at the mages guild, you can select the (True) version that is not dispelled when you attack someone--so you can stay invisible, etc, even during combat, which is a nice way to pick through a crowd without alerting too many others.

And where do I find thieves guild quests? I might be bugged..

I did the initiation test and got the robe thing, the guy said he'd give me 1 gold and a location, but I kept the robe in my possession (dont know if its supposed to happen), and then I went and sold the robe at a pawnbroker..

So I might have to make a new character unfortunately, but how can I tell where a t hieves guild is? I am in Daggerfall and there is nothing pointed out on my map.. Thanks.,

You blew the initiation quest. I don't think that is fixable without starting a new character. Next time, take the coat to the name/location on the message that comes with it.

I started a new char and it works now.. Custom Shadowscale Argonian mix of Thief/Mage.. Going well now! If only these damn dungeons werent so big!

Some advice that is rarely mentioned is to base your character in a province with only a few dungeons, like Gavaudon. That way you can sort of learn the dungeons instead of being sent to a new one for each quest. Then again, I think all the Thieves' Guild quests take place on town maps.

I did my first ever dungeon crawl, by which I mean finished a dungeon quest.. Take a lot of time.. too labyrinthine for me! Thieve's guild quests are all in towns. I am actually based in Gavaudon heh. After taking out some loans...

Heh, I did that in the Illesian Hills or some other small province in that area. Went to the same dungeon three times for quests; sheesh, I knew that pit pretty well by the end.