Pickpocket skill is the skill used for thieving from stores. The armour type does apparently affect all of your thieving attributes. There are very few merchants that will buy stolen stuff. The Shadow Thief hideout will, so will the storekeep if you own the thief stronghold, there are one or two others. Bernard im pretty sure
does not.
Dont forget there are many items available to increase your thieving abilities, such as the gloves of PP. If your dexterity is below 18 take a
potion of agility which will bring it to 18, then take a potion of
Mind Focusing which will give you a
+3 to Dexterity and a +3 to Intelligence. There are more and many (about 5) potions than just the potion of Master Thievery to help clumsy thieves

.
Dexterity is a very very important attribute
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It's bleedin dark down here, slippery too.

Man, that's a pisser.