I have been trying to remember the title/find this book for over a decade. The main character is an orphan. I think she is slightly psychic? She becomes a thief but hates stealing; at one point she steals a button instead of an expensive coin when pick-pocketing. She also steals a peacock feather glove from a princess or something?
This sounds like P.C. Hodgell's God Stalk. It wasn't marketed as young adult though. The main character is Jame (short for Jamethiel) who's trying to find her twin brother Tori. She's a Kencyrath, not human, and has retractable claws which she tries to hide with gloves. She ends up in Tai-tastigon, dancing at tavern, and a member of the Thieves' Guild. Mayhem and destruction follows in her wake...
It's had a checkered publishing history. Two books were published initially (GS plus Dark of the Moon). Nine years later, the third book was published, and 12 years after that, book 4. Baen has published the first 4 books in two omnibuses (also available as ebooks), the fifth book last year and a sixth book is being published in December. Hodgell is now retired, so she's writing much faster.