You choose it.
As you said yourself, the list that presents your options has more elements than the number they tell you to choose. Rogue has 11 options available and you choose 4 from it.
The only thing you can't choose are the skills from the background and some racial skill proficiencies - but you can make a custom background that fits what you want, and if you already have one of the skills that you would get from the background, you can choose another skill freely.
If a character would gain the same proficiency from
two different sources, he or she can choose a different
proficiency of the same kind (skill or tool) instead.1
In a sense, your sister isn't completely wrong - the set of available skills (to get proficiency with) from rogue can't be changed. As your question mentions, those are:
Acrobatics, Athletics, Deception, Insight, Intimidation, Investigation, Perception, Performance, Persuasion, Sleight of Hand, and Stealth
What you can change, though, is the subset of skills that you will have proficiency with.
Additionally, some races give you a specific skill proficiency, for example, elves get
Keen Senses. You have proficiency in the
But that's how far the Elf race goes in defining what skills you are proficient with - other than that, it's up to your class and background. Note that other races, such as Variant Human, might give you a free skill choice too.
About the lore and predominances
As you said, more often than not, a Dex rogue will be taking Acrobatics over Athletics. That doesn't mean they can't take athletics. From a lore point of view, your DM (or your entire table) might want you to justify your choices in your background, and some are easier to justify than others, but that's nowhere needed or forced by the rules themselves.
As a note, 5e has greatly reduced this kind of restrictive interaction. What I mean is that you can choose to be an Evil Dwarf Wizard. It's common in older editions or other systems to have some kind of restrictions. For example, if you were playing Paladin you would have to be Lawful Good. Or, if you look into games like World of Warcraft, only specific races can be played as some classes. That's generally not true for 5e - you can mix any kind of alignment, class, race, etc. without losing anything, just getting some not optimal improvements. This means the bonus you get from being a Rogue don't change whether you are a High-elf, a human or an Orc - what changes is just the bonus you get from being a high-elf, a human or an orc.
1 Per Crawford, this only applies to background skills that you get at 1st level.
The proficiency rule for backgrounds applies when you gain your background at 1st level. It has no relevance outside that context.