A few tips:
1) Use Sword or Hand-to-Hand. You do more damage with those weapons in low levels than you will with a Dagger, even though your Dagger skill will be higher. If you decide to try Hand-to-Hand, go THF/MNK if you can. If you don't have a support job yet, stick to Swords.
2) Make your own party. Low level thieves have a bit of a rough time with invites, since you do little damage without Sneak Attack. If you know the area, and know how to pull well, you can still be a valuable member of the team. A THF/WAR can even tank a little between 10 and 15. Build your own party, and you'll be guaranteed a spot.
3) If you want to solo, use Meat Mithkabobs and Selbina Milk or 'au Lait' drinks. The Vagabond's Set also helps a lot. Meat Mithkabobs will significantly improve your damage, especially in the lower levels. Selbina Milk is very cheap, and will give you a Regen effect, or the 'au Lait' drinks can be used for a larger Regen effect. Those two foods will help you fight tougher enemies, and the drinks can help reduce downtime as well. The Vagabond's Set is horrible armor for actually fighting in, but each piece gives +1 HP while healing. If you carry all four pieces with you, you can switch gear just before you rest. It seems like a small difference, but it really helps with the downtime as well.