I do not know if I am not missing something, but...
It seems that without a rogue I cannot pass stealth tutorial (I need thieves tools to open a locked door, and only rogue starts with one), and there is no way to skip this tutorial.
It is really annoying to me, because I hate playing rogues. I would much more prefer to have Ranger as mu stealthy party member. If, at the very least, there was a way to multiclas out of rogue class, that would not be so bad. But now, I am annoyed by this thing.
Maybe anyone could help me and show direction I didnt see, so I dont have to have rogue in my party?
No. In that tutorial, right at the start, outside the keep's walls, there is a barrel with thieves' tools inside.
thank you so much!
If you are ok with using multiple saves to open boxes or adjusting the difficulty to allow for multiple attempts (rolls), a rogue is not "required."
I routinely use a Sylvan Elf Ranger with the "Low Life" background instead of a Rogue. That background gives you Proficiency with Thieves Tools and as Acadiantri said, the tutorial has some tools conveniently located in a barrel. Only other tip for the tutorial is to remove your armor (if you have Scale) since it gives you disadvantage on stealth checks (and you shouldn't need it if you sneak past everything).
There's a Feat that should bump the proficiency to expertise if you want. (Although, I just give my Wizard the Knock spell once they hit 3rd as a back-up. Also, having a Cleric cast Guidance can help with the rolls.)