I'd like to say I'm a Rogue expert but the truth is I've just been doing stuff with my Rogue and hoping that it works. That said you can keep in mind that what I say here are simple observations and maybe some suggestions.
Rogue Basics:
Looking at the many different set items available to the Rogue who wears Leather Armor one thing stands out. Evasion. Evasion seems to be one of the Rogue's specializations. With that in mind I think it is a good idea to invest and improve the Rogue's amount of Evasion whenever possible.
Another Specialization of the Rogue is in Attack Speed. Looking at the weapons available to the Rogue, particularly the Claws, we can see that his attack speed is very good. The skill Quick Attack emphasizes this.
A third specialization of the Rogue is the high ability for critical damage. The Rogue starts off with the highest amount of dexterity compared to all classes. Dexterity improves the chance for weapons to cause critical damage.
One final defining characteristic of the Rogue is the ability to become invisible from the Skills Shadow Runner and Stealth.
With regards to how the Rogue protects itself it seems as though the Rogue would rather focus on reducing the chance of being hit through evasion as opposed reducing how much damage a hit does through Defense. I like this type of protection personally. Watching an enemy miss several times in a row is very satisfying.
As for damage the Rogue's base damage isn't all that great. In fact it's quite low. But! The number of attacks he can perform in a given time is very high. The Rogue's style is to strike fast and hope that his attacks will have critical damage. The more often a Rogue hits the more often he will ultimately generate critical damage. In the end I think it is the Rogue's speed that gives it it's edge.
Rogue Skills:
The Rogue's skills allow for many different types of builds and because of that it can be difficult to choose which ones you will use with your Rogue. In requiem lant there are several Skills for each class and because there are so many you will not be able to use all of them on a single character. Skills are acquired by spending Skill points you recieve. Each time you level up you recieve 1 Skill Point, (except lvl 30 you get 3). You can use a Skill Point to either buy a new Skill or to increase the level of a Skill you already have. The maximum number of Skill points you can spend on most Skills is 5 and therefore the maximum level most Skills can be is Level 5.