Gameplay
Not just running and gunning
It's a good thing that the interface has all these features. As a thief you'll be asked to do a variety of things including running, jumping, crawling, rappelling, climbing, swimming, and crouching, backstabbing, and picking pockets. If that sounds like a lot of things to master just remember that no one leaves the best treasure just lying around. You have to earn it, and with tons of guards and monsters to deal with, it won't ever be easy.

Momma said knock you OUT!
You're not a tank
Bear in mind that you're primarily a thief and as such, you're not supposed to engage in open combat with guards or monsters. More often than not, being bold means being dead. Stay in the shadows, fire your bow from distance and don't make too much noise. Don't forget that if you attack an enemy who isn't expecting it you'll do 4 to 5 times as much damage as you would if he was ready for it. Most often it's easiest to get that kind of a cheap shot with your bow. The bow is a snap to use, and very easy to aim once you get a little bit of practice in. There's even a zoom in feature with the bow if you hold the arrow in long enough.
On the downside, the sword play interface as a bit clunky. A quick tap of the button allows you to do a swift swipe of your blade, while holding the button down longer gives a more powerful overhead stroke. Blocking is possible also, but overall it's hard to sword fight in Thief. Perhaps that was the idea though; you're not a warrior whose mission is to kill everyone. Garrett is a thief who's trying to avoid notice and take people by surprise if necessary. Getting into open combat with 2 or more guards is a surefire way to die in Thief.