the Great Thief is a friendly NPC residing directly east of the well in Derphy. He will activate the Pyramid trial level 16 quest, granting access to the Pyramid, for 20,000 gold pieces if you have 3000 fame. He seems to be based on the "Gentleman Thief" character archetype by the way he dresses and some of his dialogue. Whether or not he's really wealthy or nobility depends on why he's residing in Derphy.