I've played a few hours today in the starting area, getting a feel for the Thief class and deciding if I want to stick with it. I'm starting to like it more, I'll see how it goes. I want to get my head around how levelling up and skills and such work since I haven't really looked into it yet. I can't work out how to arrange my skills on the skillbar.
The 1-5 skills are always set automatically, based on the weapons in your hand. 1, 2 and 3 are your mainhand, while 4 and 5 are your offhand. Or if you're using a two-handed weapon, that sets 1 through 5.
The 6,7,8 and 9 skills are your hot-swappable "utilities", you just click the up arrow above a slot to choose a new one to go in (from what you have unlocked so far). Slot 6 is always your heal skill. Slot 0, is your Elite, which you choose from your unlocked Elites.
When playing your profession, think of your available weapons as sub-professions. Depending on which weapons you put in your main hand, offhand, and your weapon swap slots, you're choosing how you want your character to play. A dagger/dagger thief plays differently than a pistol/pistol, or dagger/pistol, or sword or shortbow. It's a good idea to buy cheap white weapons of all the ones your profession can use (the weapon vendors in cities sell white, basic weapons for cheap), and try them all in combination with each other, and see what feels fun.
You'll be changing your utility slots quite often once you hit max level, based on what traits you pick or what the upcoming fights demand. For example, as an Engineer, I'll have Flamethower, Grenades, and Elixir Gun in my three utility slots, but I might change them all to the turrets instead, if I feel like that'd work better for what I'm about to do. Or I might make them all my elixirs. Don't think of slots 7,8 and 9 as being three skills you set and forget, rather, they represent *all* your possible utility skills, at any time. It'd be good practice to swap them regularly, not just to see how other skills feel, but to get into the habit of considering those slots "fluid".