Dexterity

The dexterity parameter is used to as an indication for the reflexes and the hand-eye coordination of a person. For a thief, dexterity is essential and is used to influence all the thieving abilities. Also the dexterity parameter makes a person harder to hit.

Who should use it ?

The thieving skills all benefit from a better dexterity. So for a thief this is an essential parameter.
The dexterity parameter also increases the armor class of someone (which makes them harder to hit). Because there is almost no armor to be found in Torment this is basically an essential parameter for any class.

The Nameless One

At the end of the page the table is given that indicates what the effect is of increasing the dexterity parameter. From this table you can see that adjustment to the armor class start at level 15. The missile attack adjustment is useless for the Nameless One. When the nameless One is a thief then a second table is supplied giving the adjustment applied to the thieving skills.

The Nameless One starts out with a value of 9 for the dexterity parameter. independent of the class I think that you should increase this value to at least 15. You still have the possibility to increase this even further in the game.

The Tables

The following table lists the modifications that are applied to one's abilities given a certain dexterity.