I recently played through all three Thief games. Start with Thief: The Dark Project, then Thief 2: The Metal Age. Finally, Thief: Deadly Shadows is a bit controversial but i still think its worth a playthrough. Don’t bother with Thief (2014). They are old but IMHO some of the best stealth games made to this day. If you check them out, highly recommend looking up some mods. Tfix for the first game I think, and there are even some HD mods if old graphics bother you.
Also, I’ve never played them but heard the Splinter Cell games are fantastic stealth games. Might be worth a look.