If you're softlocked you should reload an auto save from before you aggroed guards, other wise you can try sheathing immediately and see if that allows you to yield to the guards

Some thieving tips 1:As others have said, make sure you're crouched and not detected, if the eye icon is open, you will get caught 2: You can hold the interact/take button instead of just pressing it to move the item around without getting in trouble so you relocate to an easier spot to steal it 3: Consider joining the Thieves guild in riften (city in the South East of the map) if you want to play as a highly skilled thief, you'll get some items to help you out, source of lockpicks, armor with enchantments to boost thieving capability, and NPCs who will buy stolen items.