I think the cutscenes after the Leviathan fight are pretty clear about what Thancred "is" and "was"

First, he was a Thief in Limsa Lominsa. When you go see the secret organisation, their outfit is pretty much screaming "THIEEEEF" with the green shirt and green bandana...then, Louisoix took care of him and brought him to Ul'Dah, where Thancred was taught the Gladiator style. The reason why he didn't use the Thief style before is because he doesn't want others to know his...connections. He even says so in the same cutscenes.

As for Yugiri, she's pretty much a Ninja, and if you recall Final Fantasy I, Thief evolved into Ninja. So the "our fighting style is similar" is there to reminds us of that link between the two.

On the Dual Wield subject, I really hope it will be a real Dual Wield, and not a "cosmetic" one like the Monk. I hope we'll see one-handed dagger/kunai/whatever-they-want-to-call-them and we'll be able to equip two of them past a certain level.


AND we'll see two-handed "sabers" for the second job associated with Thief, which I think will be Samurai.
Why ? Because Yugiri comes from Doma. And Doma is the name of the kingdom where Cyan comes in FFVI, who is pretty much you standard samurai lorewise. And Yugiri evens says she'll open a "Dojo" in Limsa.