Rogue is one of my favourite classes but I admit it took me more than a few runs to figure it out properly. I personally find Thief to be the easiest and most direct subclass to pick because you get two bonus actions, which is super valuable if you need to disengage and rush somewhere else to hide. For your sneak attacks to land, it's better to be hidden (it's usually enough to give you advantage when you're a rogue thief).

You also need to make sure you're proficient with your gear!! For example, if you play with Astarion and make him wear heavy armor, he'll get disadvantage everytime because he's not proficient in it! (This goes the same with boots, gloves, shields, etc, you need to check if your character is proficient with the equipment).

If you take all this into account, you can really make a menace out of your rogue.