The thief is a creature of the Gloom. While there's a thief on your lands you can't do actions around him (including designing actions). In order to banish a Gloom thief you need to hit him 7 times, each time costs one energy. Once the thief is gone you can continue do what ever you like, as long as there are no more beasties on your land. A thief might appear when taxing houses starting from level 15.