I started a brand new game this morning and I noticed two things about the thief startup quest:
1) The "hand" icon to pickpocket the guy with the key is gone. I couldnt figure out how to pickpocket him so i skipped it and picked the lock on the door instead
2) After picking the lock on the door, I turned off "caution" and walked inside the door. One lone guard "aggroed" on me and I quickly turned on "caution" again and walked away. The guard stood in the doorway. Once I got the item from the chest that starts the confrontation with the loan shark, all of the guards aggroed in the fight. Killed them all except one, he/she is apparently outside of the castle walls and cannot be reached. The game cannot progress, you are stuck in combat forever.