Couple of protips: (from the player of a level 15 rogue)
In the lowest levels, the most debilitating weakness is the fortitude save, causing loss of what few HPs you do have to CON decreasing attacks such as disease. 
Use your ring and necklace spots for Fortitude boosting items. two +1 fort rings and a curative amulet or scarab of protection. all of these items are common and not outrageously priced.
Do not bother with undead dungeons except in groups that could handle it anyway. In those such cases you are better off being archery support and trap and locksmith Include yourself in groups that are going after bounties, taking a look at the wererats under Vallaki, looking into the Thouls cave. Any group will have their damage per round greatly increased by the arrows you hail in support.
Don't worry that your stealth is not successful now, consider it a tool that will become useful later. Seriously, you are more or less reliant upon your innate abilities without nice items and your value on rolls can barely top 35 which just is not good enough against most things.
If you must stealth, then augment yourself with cats grace (potion or scroll), one with the land and camouflage (both scrolls)
Use Mage Armor This is the single most useful scroll for a rogue at low level. Its the equivalent of wearing a ring of protection, an amulet of natural armor, and having +1 leather on. It also has an additional dodge AC and frees up your jewelry spots for more useful items.
Use whatever weapon you want, and carry magic weapon items with you at all times Among the cheapest are the polishing cloths, but if you get to know some alchemist they are likely to produce the magical varnish +1s as practice. They are only really useful to people that carry around unechanted weapons, so you could concievably find them affordable and at in good quantity.
Know your enemy Your goal as a rogue is to be doing as many sneak attacks as you can. You need to end your fights quickly so that they can not whittle your health down by attrition. A very effective tool is the thunderstones and tanglefoot bags that are available from NPC merchants. You can decimate the ranks of bandits or thouls by stunning them (if their Fortitude save is bad) or entangle them (if their Reflex is bad). While they are stunned or entangled your damage includes sneak attack damage.
Know your allies This goes for any character class, but its sort of especially true with rogues. If you find yourself not being utilized properly in a group, then say so IC. Suggest tactics that could help you contribute more. Your allies should KD enemies so that you can finish them off quickly, and they should always set you up to flank if you are melee. If you do not melee, be mindful of the strengths and weaknesses of the frontliners, and shoot your arrows within 30 feet range to an engaged enemy and help the weaker member(s) against their foe.
If you notice the theme here, its that Rogues are very adaptable, and a joy to play if you enjoy collecting nicknacks. However, they require a lot more planning beforehand to have the right tool for the job. None of this is as good as just befriending a buffing spellcaster, they can keep you in fights you had no idea you could manage. But Rogues are similar to mages. They start slow but they finish big. my 15th level rogue basically one shots 70% of the enemies that are not undead at this point.
