Let me tell ya about a neat way to level up sneaking that i've been using lately. The fastest method i found is actually right at the start - just crouch and move around in that first prison cell before talking to the dark elf, and you'll start racking up experience pretty quick. Its super easy and you can even do it afk if youre patient enough. Just find a spot near some sleeping npcs, get your character sneaking in circles, and let it run while you grab a snack or something.

If you're looking for something more active, following guards around at night while sneaking is pretty effective, and honestly kinda fun once you get the hang of it. Just make sure you keep your distance cause getting caught can be a pain. The skill gets really interesting at higher levels too - like at 25 you get better sneak attacks, and by the time you hit 100, your sneaky hits actually ignore armor which is pretty sweet.

Oh and theres usually a trainer or two in most cities if you want to spend some gold to boost your progress. Between that and the prison cell trick you should be hitting those higher levels in no time. I actually discovered some of these methods by accident while messing around, but the prison cell one is definitely the easiest way to go about it if youre just starting out.