To dream that you are a thief suggests that you are afraid of losing what you have. Perhaps you feel that you are undeserving of the things you already have. Alternatively, to dream that you are a thief indicates that you are overstepping your boundaries in some situation or relationship.
To dream that you are a witness to a theft or a victim of theft indicates that someone is wasting your time and/or stealing your energy and ideas. Perhaps you feel robbed in some way.