Enter Riften for first time. Go to Sapphire on walkway. When shes done talking to stable worker, prevent her from entering the tavern...continue to block her way and push her back towards the gate. Quickly run back to stable worker and get info on Sapphire. Intercept Sapphire and get info from her...run to stable worker fast and get to him before he leaves riften gate...let him know everythings good etc. At this time Sapphire will now be leaving the tavern...stay behind her and follow her into the ratway...Take out the 2 bandits. Sapphire will walk to the edge of the deck and most times will wait there. You need to jump down and work your way around to the room with the lever and let the ramp down...you will encounter a couple more thugs on your way. Continue to follow her into the ratway tavern. She will open a door that requires a key...follow her in and run to the next door which is open and is the heart of the theives guild. As you enter run to the training area in a room on the left...on the top shelf straight ahead is the theives guild armor and to the left on a table is the hood etc...grab these and run out of there. I can do this at level 2...and have done this several times. "Theives guild armor without joining" NOTE - you only get one chance at this so make a save when you enter Riften. Im on XBOX