This is my first playthrough and having experience with RPGs I want to play a "pure" build in my first playthough. It's gonna be a thief. I realize you can benefit (greatly in some cases) from some warrior/mage skills which is why I would like to know how necessary especially blacksmithing, enchanting and illusion are for a thief and in what order I should learn them.
I have no idea how tight perk points are in the late game and if it's possible to max out all thief skills and still invest points in aforementioned non thief skills.
Regarding blacksmithing/enchanting: Isn't the optimum thief gear stuff you get from quests (Thief guild, Dark Brotherhood)?
Regarding illusion: Doesn't the Shadow Warrior perk in the sneak tree let you escape from sticky situations?
Best Answer
This is primarily opinion based, and this answer is based on my play style; which may or may not fit your play style or anyone else.
When I start a thief in Skyrim (which is the primary class that I play) I always play with a Bow. I find it fun to snipe enemies from afar and when you get the cool critical animation from hundreds of yards away, it is something to be satisfied with.
As far as skills and what I focus on first:
Sneaking
This is going to be one of your key skills in order to pull off effective backstabs, and other thieving abilities.
Weapon Skill
If you choose to go with the bow, level up the bow. If you choose to go with any other weapon, make sure you stick with that. Personally, I've tried the two weapon fighting style, and while it's fun, it can be a challenge when facing higher level creatures/people in the game. This is where Enchanting comes in.
Enchanting
This skill is a fun skill to level up, and it's quite easy; as long as you spend the time to do it. I found that Alchemy is a bit easier to level for me as there are more plant and edible things to eat around the world than Soul Gems
I don't really care for illusion spells, and as playing a pure thief, I find myself using less spells than using my bow.
I use the gear from the Thieve's guild as those give me the bonuses I want towards my thieving skills. Whereas The Dark Brotherhood will give me skills in tune with a magic based thief.
The Shadow Warrior Perk is legit. Here is a forum post that goes into greater detail on this skill. Get it, use it, survive.