This is tricky. I went to the Oblivion Character Planner to make a Thief character and have a lot of ideas, but not exactly sure what I want to do. I'd like to hear about your thief characters you've made in the past.

First idea: a fast, agile, acrobatic khaajit who is good at sneak and acrobatics and uses a lot of speed. If I just play this character, I don't see any way he raises his endurance at all, and by level 10 he has only 87 health. That seems disasterous. Other problems: I would probably specialize in stealth, but then I probably can't use acrobatics and sneak as majors, because I would level too quickly. And all the agility points coming from sneak and security end up being useless because he doesn't use a bow. I don't want to end up being a sneak archer or assassin. So thats the first idea.

Idea #2: A redguard who is a thief but also a little more combat oriented. He could specialize in combat, but then put acrobatics and sneak as a major...maybe. Just by using a redguard and adding the warrior sign and endurance at the beginning he would have his health to 170 at level 10. but mercantile and security would lag behind, which I don't want. Mercantile seems impossible to level if it is just a minor skill. Not sure if the combat specialization is a good idea.

I've also thought about adding alchemy, or alteration which could be fun. I would like to stay away from illusion, because I know I would end up abusing invisibility.

What do you guys think?

Your Khajiit should be able to get some advancement points for Endurance just by training Block and Armorer. As Minor Skills, they will contribute to your leveling bonuses without causing you to level up too fast.

Mercantile will level just fine as a Minor Skill. Just sell items one at a time, rather than in big stacks. (Might be a bit tedious for something like arrows. ) Each actual sales transaction counts to raise the skill.

I tend to prefer sort of combat-oriented races for thieves, and for just the reason you mention - they already have a head start on combat-oriented skills and attributes, so it's not such a problem if they don't gain a lot of them along the way. In fact, Redguard is my favorite race for a thief (although my most recent one is an Orc, which has turned out to be a lot of fun).

It's certainly possible to play one of the more stealth-oriented races as a thief, and it's convenient in some ways, since they get a head start on the stealth-oriented skills and attributes, so they're just that much better, and right from the start. But they do tend to be a bit squishy. It's not really an insurmountable problem, but it is something to be aware of. A Khajiit thief, for instance, can't dash as headlong into combat as a Redguard thief can, but thieves arguably shouldn't be dashing into combat anyway. Decent melee skill + decent sneak skill = nice bonus damage, so a bit of careful sneaking and planning can make up for being a bit squishy when it gets right down to fighting.

As far as build goes, I almost always go with a Combat spec so I can leave the Combat skills as minors and make the Stealth skills majors. That potentially runs into the same issue you're having with your current character though - with the main melee skill as a minor, it might lag. With what you're planning though, I don't think that'll be a problem, since you're not intending to use a bow, so he'll be getting lots of Blade experience - almost certainly enough to keep Blade high even as a minor. And yeah - thieves tend to qualify for nice Agility bonuses, which seem sort of wasted if they don't use a bow, but Agility's a decent investment anyway, since it's the primary attribute that affects stagger chance - more Agility means you get staggered less often.

And as noted, you can help out a weaker thief character by training Armorer for Endurance bonuses. I almost always pay for training in Armorer, in part for those bonuses and in part because, in my opinion, Armorer is a tremendous skill for any melee fighter. First, getting Armorer to 50 is vital for any character who's going to use enchanted gear (which, for me, is basically any character at all) so that they can keep their gear repaired. And second, getting Armorer to 75 allows you to "repair" gear to 125%, so gives you a 25% bonus on EVERYTHING, which is arguably the single best perk in the entire game. And training Armorer gives them nice Endurance bonuses along the way.

And Rohssan, in the Imperial City ("A Fighting Chance" shop in the Merchant District) is an advanced trainer in the skill, and is more than happy to take your money for it.

She must have taken millions from me over the years.