I would suggest you go with an Assassin.

Rangers generally meet all your requirements, but can only hide in the wilderness.

Thieves are fragile, and unless you have a few more hours under your belt, you're probably going to run into trouble in PK (PVP).

Rangers and thieves both involve some level of customization in the form of terrain/expertise and thief points respectively.

Unlike rangers, assassins can hide in (almost all) civilized rooms. They're also a little less fragile and far more self-reliant than a thief.

An assassin can naturally detect hidden and invisible, and they can also mark (HELP MARK OF THE PREY) rangers, for example, and see them too. This means you're less likely to get surprised. They're excellent in combat and have some self-healing, so you're naturally desirable to groups and capable of accomplishing most things on your own too.

Dioxide's unofficial CF Wiki has some FAQs on the individual classes here:
http://diku.qhcf.net/cgi-bin/wiki.pl?FAQspage

Ultimately though, just roll whatever you think will satisfy your interest. You'll learn plenty with any of the three.