I believe it depend of the way, you want to play your thief. We love RP thieves but not sure you will make a lot money from being a thief on Siege, people do not run around with a lot of goodies in their backpack as death comes easy here.
What do you mean, when you say "Is it worth making a thief on Siege?", do you mean worth in money from selling stolen stuff or worth in fun?
You also ask "Is it hard because everyone is very prepared and everyone knows everyone so to speak and when they see you they run away from you so you can not snoop and or steal?"
You can stealth and snoop, hard to run away from a hidden guy, you don't know are there

And yes we all know each others, special with the general chat we have now so you will end up as a part of the community. I will say, try it
