Like he said. So here's a sample.
Enter general store. Hide. Steal charcoal. Steal charcoal. Drop charcoal. Drop charcoal. Hide. Steal charcoal. Steal charcoal. Drop (twice). Go to Chizli's alchemy shop. Hide. Steal water in vat, repeat. Drop both waters. Hide. Repeat.
This will give you, at your level, a good chunk. You don't -need- to mind lock a skill to train it at super low ranks.
Below is a bit of a break down on stealing. But I want to start this off by saying that the 0-20 ranks range in stealing BREAKS these rules, because the items you will be stealing at these ranks were literally coded to break it, because stealing sucks fucking shit.
The one hour timing is basically how long it takes the 'you stole here recently' timer to run out. Which matters but doesn't. So let's say you walk in to a shop, you haven't stolen there. Right now, you're at 'base line'. Things are just whatever difficulty they start out at.
Now, let's say you steal there once. You're now at base difficulty + X. Steal there twice and you're at base + x + y, and so on. X+Y can easily be way more than base difficulty. But they teach less, too (it's dumb, but that's how the system was written).
And this lasts for an hour from the last time you stole. So if you walk in to the shop 30 minutes into the timer and steal again, it's another 60 minutes. It's not cumulative, so if you steal 5 items it's not 5 hours, it's just 60 minutes from the last theft attempt (successful or not). This is all unique per shop. So if you steal in shop A there's a 1 hour timer, but shop B doesn't care.
Now about getting caught: it doesn't fucking matter. You want to get caught. Assuming you don't have a gweth, you should make sure you turn yourself in every time you get caught, so that you A) keep your total fines down, and B) keep your reputation intact (thief mechanics thing). There's no down side to this, as long as you can pay your fines. What you'll want to do is go pay off your debt as soon as possible. Once you do that, pull out a few gold, get arrested, and plead guilty. If you have the money to pay your fine on your person, they take it, and you're done, all set.
You can sometimes get arrested (low levels and low fines) and stuck in the stocks for a few minutes rather than getting fined.