These people are everywhere - misappropriation is of the most satisfying felonies. Many consider thief to be the oldest profession in the world (that is probably not true, though). In any case, pick-pocketing is just the first step of gaining necessary qualification. The poorer the district, the more of these sneaky vultures lurking around, searching for some easy prey. Outsiders, for example.
Knowing this, we should be extremely vigilant while walking through the town: most of them thieves start their careers at an early age - thus they are short and hard to notice in the crowd... Wait! Where did my purse just go?
When encountered, Pickpocket makes hero discard 1 die from his hand.