Figure out the character's role. You did that already. Figure out the profession. Thief is a good choice for social infiltrator. Depending on the campaign and the role, you may or may not have room to choose a race.
Think about the skills you'll need for your role, and their categories and stats:
* Artistic-Active (Pr/Em/Ag) Acting
* Awareness-Searching (In/Re/SD) Lie Perception, Observation, Surveillance
* Communication (Re/Me/Em) Lip Reading, languages
* Influence (Pr/Em/In) lots of them
* Subterfuge-Stealth (Ag/SD/In) Hiding, Stalking
* Urban (In/Pr/Re) Contacting, Mingling, maybe Streetwise
* possibly others, e.g. combat skills, movement, climbing, lockpicking, etc.
That informs what stats to emphasize. For example there's a lot of Intuition in there that might not have been an obvious stat to focus on. Empathy and Presence almost as much, which was a little more obvious. (Note, the stats may be different if you are using the third stat optional rule.)
If you're doing point-buy for the stats, don't be afraid to have some low ones. A 21 stat sounds terrible but it's only -2 to a skill, and that penalty will go away very quickly as you advance in levels (probably by 3rd or 4th level). Also, the only difference between a stat of 31 and 69 is the chance of a better potential -- unless it's a development stat. If you don't need a bonus, 31 costs 38 fewer points than 69 and gives the same result.
If you aren't using an optional rule to determine your number of development points, emphasize your development stats (Ag, Co, Me, Re, SD). Your DP will be the average of these five stats, so here a 69 is way better than a 31. If you can sink some non-development stats and free up points, you'll have more DP for the character's entire career. That's a little harder here, where In, Em, and Pr are all relevant, but you don't have to boost them all to the same degree. Having a +3 in one stat and a -1 in another is the same as having a +1 in both, but will save a lot of stat points. Here, I would probably pick either Empathy or Presence to be terrible at. Low empathy suggests a character who does not care about others, while low presence suggests a character who tends to be mousy and overlooked; either of those could make sense here depending on what you want to do.
Look through the training packages. Training packages give a big DP advantage in RMSS, you want to find at least one that's a good fit, possibly two if that leaves you enough points to fill in the gaps. You can double up and get skills from a TP and also buy them to get a higher bonus (or better cost).
For skills where you can purchase the skill and the category, if there are a bunch of skills in the category buy the category up as much as possible. E.g. Influence. If there's only one and you have to make a choice, you get a little more benefit from buying the skill. But be sure to get at least one rank in each.
Use hobby ranks to get the expensive skills, or to double up for more starting ranks.