I rolled up a character for the new campaign using 3d6 in order method, so now I'm playing as lvl.3 human rogue (Str 6, Dex 12, Con 8, Int 10, Wis 8, Cha 6). How do I maximize my efficiency? Is it statistically better to keep putting points in Dex, or just to give up on dmg and AC and pick up some feats (Lucky first probably, survivability is a concern) and focus on skill proficencies instead?
I'd say Feats, and Get Lucky, or get a combination of feats and ability scores
Lucky is honestly strong and will save you from the worst, then from there I'd say try to get your ability scores increased and get feats that allow you to be very good at what you should (Such as Stealthy and the like if you're allowed Unearthed Arcana)
I actually used to play an underpowered character (As i've mentioned in the rpg chat already), Normally your best friend is trying to get advantages and proefficiencies (If you can get them doubled, even better) on your side.
Lucky is great because of this, it gives you 3 times in which you have advantage or the enemy has disadvantage against you. That added with other feats, such as Stealthy from Unearthed arcana, which allows you to move while hidden without risking detection.
The whole point is just that, really, that and well, playing with a bit more care than others, choose your weapons well, make sure to hide behind the bigger tanks, you are a thief after all. And from there you should be able to survive.
But why proficiencies?
Simple. Your stats will not really give you that much help when it comes to using things, yes, it's true, you could give 4 skills a +1 by having 2 points into intelligence, but the fact that all your stats are low means that right now the most important deal is the fact that you won't be able to really raise all your stats to the bigger numbers (As a thief you tend to use Dex more than anything, so seeing what can give you dex and a proefficiency is always good.) And if anything, just do as you see fit, perhaps raise 2 points in Dex one time, and then pick a feat the other. It is all quite subjective in the end.
Bit of Math
Cause I kind of want to add to it. For starters, having advantage would count as a +5 in stats, so a feat that lucky basically adds a potential mid value of +5 on 3 of your rolls per long rest. Now, why proficiencies? It is true that proficiencies don't scale up that much, but it is important to note that, you're a rogue. You already start with more proficiencies than the average D&D class, if you add even more proficiencies or even double the ones you have, you can potentially get that +1 increase on the skills you need rather than raising a stack of skills you may never use (take for instance investigation, some DM's use investigation to search a body or the like, but it's the isolated Intelligence check that a Rogue would ever really need). So potentially, if you get a double proficiency for stealth, you could get to reach a +12 just because you are proficient in, say, stealth, instead of the max of +5 from Dexterity.
Ask your Sorcerer friend to help you out
I think the best option is to forgo your own combat modifiers as it will be very hard to catch up. You can still be relevant in combat with the magic stone spell. It is a great option that allows you to attack with someone else's ability modifiers. It appears in the free official expansion Elemental Evil Player's Companion:
You touch one to three pebbles and imbue them with magic. You or someone else can make a ranged spell attack with one of the pebbles by throwing it or hurling it with a sling. If thrown, it has a range of 60 feet. If someone else attacks with the pebble, that attacker adds your spellcasting ability modifier, not the attacker’s, to the attack roll. On a hit, the target takes bludgeoning damage equal to 1d6 + your spellcasting ability modifier.
Unfortunately, only a druid or warlock can learn this spell, but casting it as a warlock uses Charisma which is something a sorcerer should have plenty of. As such, your party's sorcerer could take Magic Initiate to gain access to it (as well as another cantrip and daily level 1 spell of his/her choice).
If you use a sling, you could even add Sneak Attack damage since you would be using a ranged weapon (even though it's a spell attack)
...deal an extra 1d6 damage to one creature you hit with an attack... The attack must use a finesse or a ranged weapon.
What to do for yourself
Since you won't be using your modifiers in combat and Expertise means your critical skills benefit more from your Proficiency Bonus than your actual abilities, pick up a feat. There are many good options (some of which are listed in Ghiojo's answer), but as a Rogue (Thief) you have access to Fast Hands:
you can use the bonus action granted by your Cunning Action to ... take the Use an Object action.
One object that you could use in this way is the Healer's Kit which becomes very powerful with the Healer feat:
When you use a healer's kit to stabilize a dying creature, that creature also regains 1 hit point.
This means if you ever have an ally drop to 0 HP, you can pick them back up so they can continue to contribute to the fight as a bonus action! (This is one of the reasons the healing word spell is considered so strong.)