The PutS module opens with that it should be played with "15-20 0-level characters". Assuming we rollup a clan of characters for this and then enter the first encounter it says that he lock "...DC 15 Pick Lock check for a thief". I'm assuming that at 0-level you cannot have your classes yet and therefore there should be no thieves in the party? Is this writing in there just in case you come back and play at level-1?
That reference is in the module in the event that someone wants to play it with level 1 characters. You are correct that level 0 characters wouldn't have thieves in the party.