I just thought that they wouldn't announce themselves as such. So what would they say if they are trying to get the message across but not be open about it. Anyway I wanted an opinion so why not here?
While most people would not want to introduce them selves as a Rogue (or Thief in earlier versions); what you introduce yourself as would really depend on the fiction of the world, especially in cases where characters multiclass.
The Rogue class can be the classic thief. Someone who lives by their wits and likely sees stealing as a morally ok thing, since the lords and nobles likely stole what they currently have through taxation or plundering enemies. This guy would likely introduce himself as "someone who gets by".
Based on background, a "pure" Rogue could use any of the following as their job title: guide (especially in city environments), surveyor, explorer, or even just "specialist". However, I think that most Rogues who are somewhat better off than financially than being just a steet-rat will claim that they are a "businessman". Granted, their business is taking things you want to keep, but that does not stop them from claiming that they are in business.
Or they could use their skills for good. I know the term is somewhat modern, but I am sure that "white-hat" thieves existed both in history and in Fantasy worlds. I would suspect that any wizard/sorcerer multiclass with Rogue would be well suited to this sort of work, as would thief/priests.
If you want to multiclass into fighter, you can then claim scout or infiltrator, or maybe even some sort of special forces. Did you know that in ancient Sparta part of the agoge (training) underfed the recruits so they would be motivated to learn how to steal food? Sounds like "thief skills" to me!
The term "rogue", in itself, is already a euphemised version of "thief" that was used in early editions. Thief is a much more pejorative term, and "rogue" is used to mellow it out a bit, to have the character be more naughty, not necessarily a criminal.
However, I think that what a D&D rogue does - a bit of fighting, a bit of dodging, a bit of handling dungeons doors and traps, a bit of using random magical items - makes him a quintessential adventurer. Other classes may specialize, may have uses in war, or in research, or on the stage. But a rogue's full skill set is only applicable in the stereotypical dungeon.
The Online Etymology Dictionary has the following on rogue:
1560s, "idle vagrant," perhaps a shortened form of roger (with a hard -g-), thieves' slang for a begging vagabond who pretends to be a poor scholar from Oxford or Cambridge, perhaps from Latin rogare "to ask." Another theory traces it to Celtic (cf. Breton rog "haughty"); OED says, "There is no evidence of connexion with F. rogue 'arrogant.' " Rogue's gallery "police collection of mug shots" is attested from 1859.
So... a poor scholar, or apprentice, pilgrim, doctor, master, merchant, dealer, trader, businessman, messenger... depending on context and situation. The point is to blend in without arousing suspicion. If and when it's necessary to imply the shadier nature of their profession, they might add something like "multitalented ~", "~ who is a Jack of all Trades", "~ who is learned in the ways of the world" etc.