Therion is a master thief and not much is known about his past, other than being locked up in prison at a young age. It is there that he met his partner in crime, Darius, and broke out of prison. He is rather cynical, as seen through some comments towards other thieves, as well as his lone wolf attitude. He is attracted to Bolderfall because of the rumor of a great treasure being present at the Ravus Manor.
Therion's Path Action is Steal, which allows you to pilfer items from NPCs in towns, for free, of course. This is considered a rogue action, with the items usually having a percentage in which Steal will be successful or not. Should you fail at stealing something, then your reputation for that town will suffer. Note that some items cannot be stolen, as they will require you to use Tressa's Purchase instead.
Pick Lock is the name of Therion's Talent, allowing him to open up locked chests (they are purple in color). He must be in your active party in order to open these, so if he isn't, then you'll get a prompt saying you don't have someone who can open the chests. These typically have pieces of equipment in them and are worth your time in opening them, even if you might have to backtrack.