Thieving Requires One of two Items. These are Thieving Gloves or Elite Thieving Gloves.
Regular Thieving Gloves are free and are shown-off on Tutorial Island. You can pick these up from several locations around ScapeCraft.
Elite Thieving Gloves can be acquired through the Thieving skill itself or through purchasing off another player. These gloves greatly enhance the skill reducing Fail Chance for every NPC.