[RPG] What’s a good background for a treasure hunter?

Check out character themes, namely the Guttersnipe^DDI (featured in Dragon Magazine #399). Should provide some nice flavor as well as a few mechanical bonuses.

This should give your warlock flavor without making any sacrifices and still get the rogue elements you might like.

The GM takes on more work than any individual player in making the world and the game come to life. Obviously a GM without players has nothing, but the lynchpin of the game is still the GM. Having played in many games and GMed many more, I come into any game with the understanding that because the GM has to do so much work just to get the game going, that person should be given the benefit of the doubt where possible.

Your player's reaction to me seems a bit off, in that you were just getting back into GMing and this was the first session in a new campaign. To expect everyone's expectations to align perfectly, and the session to play out without corrections or adjustment is asking quite a lot.

For detailed background, I generally provide overview text and invite the players to ask questions as they come up. It's perfectly acceptable for a player to say, "I figure these thugs should be licking my boots because I'm a member of the guard. Is that right?" This approach requires that the GM be able to fill in details on the fly, but it also puts some of the responsibility on the players. Some players may bristle at this approach because they find it too meta, but the necessity of using it fades away as the campaign develops and the players become more immersed in the world.