I've been playing more Thief - a few hours, and I'm warming to it. One very important thing is to customize difficulty to your liking. At first, I just picked "Master" - and didn't mess around much.
But I'm now playing with "expensive resources" and I've disabled nearly everything in the hud - which makes a big difference. It's much more immersive and challenging now.
It's nice to see that developers are finally catching on when it comes to making HUDs more customizable. That's always been a big pet peeve of mine. Assassin's Creed 4 and now this game are great examples of how it should be done.