The Imperial Library

The verse recited by Coyle in Redguard is fairly interesting:

Clever Thief watches
Lover sighing
Shadow lying
Tow'r defying
Through the night.

Morrowind and Oblivion's The Firmament also has detailed information about the Thief and its Charges:

The Thief is the last Guardian Constellation, and her Season is the darkest month of Evening Star. Her Charges are the Lover, the Shadow, and the Tower. Those born under the sign of the Thief are not typically thieves, though they take risks more often and only rarely come to harm. They will run out of luck eventually, however, and rarely live as long as those born under other signs.

[...]

The Lover is one of the Thief's Charges and her season is Sun's Dawn. Those born under the sign of the Lover are graceful and passionate.

The Shadow's Season is Second Seed. The Shadow grants those born under her sign the ability to hide in shadows.

The Tower is one of the Thief's Charges and its Season is Frostfall. Those born under the sign of the Tower have a knack for finding gold and can open locks of all kinds.