Thieves beginning to capture valuable pieces (6)
I believe the answer is:
crooks
'thieves' is the definition.
'beginning to capture valuable pieces' is the wordplay.
'beginning to' indicates taking the first letters.
'valuable pieces' becomes 'rooks' (chess).
The first letter of 'capture' is 'c'.
'c'+'rooks'='CROOKS'
(Other definitions for crooks that I've seen before include "shepherds lay hold of" , "More than one criminal" , "Cheats" , "at 16 down [MAN UNITED]" , "Criminals and bishops' staves" .)