[*]Once you pickpocket someone or steal an item off the ground that will be noticed (i.e. anything not in a container), leave turn-based mode and fast-travel to camp for a couple minutes. That will prevent you from ever being suspected/questioned
Items inside containers being stolen do get noticed.
That said... You can steal a container, such as a locked chest and then it stops being considered "Stolen" for any actions involving it later.
You can, for example, steal Kagha's chest... Then drop it in front of her and pick the lock and take stuff out of it and no-one will care.
This can be useful if you want to steal from a container that has people nearby. Instead of having to use Turn Based mode to stop people moving around and seeing you while you disarm traps/pick locks (Both of which cost an action) you just pick up the chest and mess with it later.
[*]Save every water you find. They serve as water grenades. Water grenades can: 1. Apply wet, 2. Reveal invisible, 3. Only cost a single attack, so your fighter with 3 attacks can use a single action to wet stuff instead of blowing an action on create water spell, 4. Will NOT cause hostility unless you hit people with the actual bottle on the throw, 5. Remove acid/poison/etc. surfaces and replace with wet surface
Technically, you can actually drop water bottles from your inventory to the ground as a free action. If you drop them next to an enemy, you can then use a bonus action attack on it to break it and spill its contents on nearby enemies.
This is why it can be quite useful to have dual hand crossbows on casters, since they normally don't have much use for their bonus action (Besides Sorc with Quickened Spell Metamagic) this lets them freely apply Wet to enemies for their spells. The lack of proficiency with hand crossbows doesn't matter either, because attacking objects is 100% hit rate.
[*]"Returning" items such as the returning pike will not return to the user if combat is started by throwing them. There is a bug where throwing an item that then starts combat breaks the system. Be sure to throw something else first.
Technically, they will return. But only if it continues to be that characters turn in the turn order.
This likely won't be the case because a character using throwing will be prioritizing Str over Dex and so won't have crazy initative... But if you're using bonuses like Elixirs (Either Alert one that gives +5 Initiative and no surprise, or a Strength Elixir that lets you dump Str and pump Dex) or items like the Bow of Awareness you can get your thrower consistently acting first and so "Returning" weapons can function when initiating combat.
As an aside, this quirk is also true during combat. Sometimes a returning weapon will take some time to actually return (Normally when it's wedged inside a large enemy) and if you end your turn before it returns, it will not do so. Meaning you should always pay attention and make sure your weapon has returned before you switch characters or end your turn.
[*]Although assassins reset their actions when the first round of combat starts, they do NOT reset their sneak attack. Also, they only get guaranteed crits vs "surprised" opponents. This means that if your assassin attacks someone from out-of-combat, do NOT use your sneak attack. Save it for the crit round. Because of this, you should always have your assassin's sneak attack set to only be automatic on crit. Otherwise prompt for it.
Interestingly, this is only true for hostiles. For non-hostiles you are murdering, Sneak Attack does reset upon initiating combat.