As with any profession, being a rogue can be as complicated as you make it. I find that really getting into the reason my character became a rogue is a great way to find out interesting things to do when I'm playing. Currently, I'm playing Vertas Lurevor, the Half-Elf Rogue. He likes the meticulous nature of picking locks, and often spends hours just thinking about it. Ask yourself why your character is a rogue (or a cleric, warrior, etc. for that matter) and use that during roleplaying.
Some rogue specifics. It's always been fun for me when I was playing a rogue to be a bit of a show off, doing things like twirling lockpicks and speaking subtly (not a good idea when you need your carcass brought back from the dead, though). And yet don't be too open with anyone. Try to be a little shady, if it fits with your character, because rogues tend to get some rather dubious jobs and would rather not have everyone know that they're an assassin for hire or do sposored thefts.
Clothing is the sometimes overlooked part of roleplaying, especially for new players. Try to remember, if you're new in the lands, you don't have much on, so be mindful of dancing nude in the Town Square. Which clothes you chose are important as well. I can think of no one who used clothing and accessories better in roleplaying than Eratika Lycepiquer, who has since left the lands, much to my dismay. She would wear anything that was dirty, broken, rusted, or otherwise worthless. Her roleplay reason for this was that she was deathly afraid of water. Don't go putting on any musty orange scarf the nymphs drop; make your clothes fit your personality.
"But I can't find the voluminous black staking cloak I want my character to wear!" Don't sweat it. First of all, if it's you that wants your character to wear something, think about it. Would the character want to wear it? If you're a sneaky rogue that likes to slip into the shadows undetected (and this has nothing to do with game mechanics) are you really going to wear something 'voluminous'? Take time to think about it. An example:
Vertas is very much a proponent of equal treatment for Half-Elves. He remembers tales his mother told him about the Silver Eagles. While he's not quite so rash as to instigate rebellion agains the Empire, he does pay homage with his attire, a silver and black motif.
I can't stress enough--be creative. Yes, I know every rogue and quite a few sorcs have the stalking cloaks, and their fashionable. If you're character is vain and concerned with fashion, get him or her one by all means. But if you're trying to create a character that doesn't care what other people think of him, try to avoid it.
