In the castle there are two towers that you can climb up or down via ladders, one of them has the locked chest you’re at. The other has an unlocked chest with the armor you need. To get there, go to the top floor where there is the corridor with 3 rooms, go to the end and follow the rampart outside round to the tower you’ll want to search in.
If you get arrested and send to jail, you;ll be let go outside of the main gate, so that way you can also leave.
Well the door to this tower are still locked, but its easy lock so yeah, thats possible 
Not always,… sometimes a guard goes in or out,…and let it open
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Hmmm, yeah, that might be the reason why its opened sometimes
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That makes sense. I guess i was lucky when i went there 
I seriously did not think that would work. It was just a random attempt when I tried it and it worked.
I have a similar problem on PS4. I used Lady Stephanie’s money to buy a lockpick then picked the door to the round tower and up the ladder is an unlocked chest with a full set of armour in it. the problem is that when I go back to the guard on the gate and ask to leave the castle he recognises me fine but doesn’t ask doesn’t ask for the gate to be opened. When I talk to him again the dialog option to be let out isn’t there anymore. I understand there are other ways to get out, jumping at the draw bridge but I want my horse to come with me.
Hi guys, quick noob question, can I wear the stolen armor in talmberg? do the guards react to that?
if you mean the armor from the chest in talmberg, they will think you’re one of them and wont bother much about you
Yes you can wear it I recommend taking a horse to… but thats up to you.
yes that one, thanks for the answer!
I didn’t know about any solutions like changing clothes etc. I just jumped from the gate to the bush. Then run from the village. 
You’ll be fine to wear it 
And you need to pay attention to the horses when you are trying to complete the optional objectives.
Just an update, IDK if it is related to the fact I started the game without the patch, but (sorry for the caps lock but I think it is really important)
IF YOU JUMP OVER THE BRIDGE TO GET OUT THERE IS A CHANCE THE GATES WILL STAY CLOSE WHEN YOU WANT TO GET BACK.
I had to start the game all over again, I read somewhere the patch could create a conflict if you started the game without it.
I hope this can help.