Create a Character
The needed stats are shown below: 

STR: 4
DEX: ??
INT: 4
LUK: ?? 
Cash Shop?
The cash shop plays a good role in a Dexless Thief. As you can see, Dex is still 25 and Luk is going higher. You could take a Replacment Scroll for AP and use it on INT and STR and make them both 4 (as if anyone is going to wait for it to be 4/5). Then add the rest in LUK. Much easier to train at lower levels if you do this. Also good for maple stroy mesos gacha or buy a store permit and start selling stuff u don't need or stuff u find. 

And for a nice style :P

Skills and SP Distribution
This is not very different from normal build. It is important to add Lucky Seven immediately to level 7 first (MP -9; Attack twice, 84% damage per strike). And afterwards, to save portions, add lucky seven just to the level necessary to kill the monster you are fighting by one hit (two stars). It is preferably for Lucky Seven to be odd number like 9,11,13,15,17,19 because you are using your MP more efficiently than their even alternatives 8,10,12,14,16,18.

Level 10: +1 to Lucky Seven
Level 11: +3 to Lucky Seven
Level 12: +3 to Lucky Seven
Level 13: +3 to Nimble Body
Levels 14-19: +2 Lucky Seven, +1 Keen Eyes per level
Level 20: +1 Lucky Seven, +2 Keen Eyes (both maxed)
Level 21: +3 to Disorder
Level 22: +1 Dark Sight, +2 Nimble Body
Levels 23-27: +3 Nimble Body per level (maxed at lv. 27)
Levels 28-30: +3 Dark Sight per level
By level 30, your skill book should be this way:

20 Nimble Body (maxed)
8 Keen Eyes (maxed)
3 Disorder
10 Dark Sight
20 Lucky Seven (maxed)
Note From Reader: If you want to be leveled by someone, it is probably a good idea to replace the first Lucky Seven with Dark Sight, though if that person is not gonna help you get to the next level, Lucky Seven is the obvious choice.

Skills and SP Distribution for Second Job Advancement
As I discussed previously, claw itself contribute only 40% of the attack, but dagger contribute 100% to the attack, thus an Assassin is more likely to choose the dexless way of training, so only Assasin as the Second Job Advancement will be discussed here, and maybe dexless Bandit will be discussed later.