Can I steal items without being put in jail and keep the item? What is the name of the skill for it?
To steal something without being prosecuted, you have to be in sneak mode and undetected (the "eye" symbol must be closed).
So the skill you are looking for is Sneak. However, even with a low sneak skill stealing is very easy when no one is around who could detect you. You still have to enter sneak mode though.
The item you took will still count as stolen, so if you go to jail later for another crime, it will still be taken from you. It may also happen that the owner of the item sends some thugs after you who will try to kill you, even if no one saw you committing the crime.
You can use an invisibility potion and grab all you can, or just go in sneak mode and try to get the item without getting detected, but if you try to get an item in sneak mode and you get caught, just choose "i rather die than go to jail" and you will get attacked when chat ends, you should have good equipment, and a good weapon when you wanna steal, best places to steal stuff is near water, cause guards can't get you in it, though you must dodge every arrow shot. Once the guards are dead, grab all you want, exit, then go to your map and go somewhere far away, and don't ever choose anything else, the best way to keep your items. c: