Venture forth to Lakeshire in the Redridge Mountains and speak with Lucius.
Sending you out in the field now would be suicide. Renzik doesn't need another dead rogue on his hands. Don't fret, though, <name> - Renzik is going to get you up to speed.
Make your way to the Redridge Mountains and speak with an associate of SI:7 named Lucius. You will find him hanging around the docks of Lakeshire with the other shady good-for-nothings.
Ah, so your fingers are a little fat, eh? Don't worry, <name>, I've turned more useless thieves than you into accomplished rogues.