The multiclassing rules are explained in the Player's Handbook on page 163 :
Multiclassing lets you combine classes together [...]. Your DM
decides whether these options are available in a campaign.
So check with your DM if they are OK allowing this.
Multiclassing allows you to gain levels in multiple classes. Doing so
lets you mix the abilities of those classes to realize a character
concept that might not be reflected in one of the standard class
options. With this rule, you have the option of gaining a level in a
new class whenever you advance in level, instead of gaining a level in
your current class. Your levels in all your classes are added together
to determine your character level. For example, if you have three
levels in wizard and two in fighter, you're a 5th-level character.
So you can take 2 levels of Warlock, then 1 level of rogue (as long as you meet the 13 DEX prerequisite for multiclassing into Rogue and the 13 CHA needed to multiclass out of warlock)(thanks @Someone_Evil).
Doing so will give you the following proficiencies :
Light armor, one skill from the class's skill list, thieves' tools
As well as expertise in two skills, Thieves' Cant, and Sneak Attack (thanks @Davo)