I just bought the Thief complete collection and after installing the first Thief I now have freezing
problems. The starts just fine but as I play the first mission it freezes at random parts for no clear reason. Sometimes it freezes when I see a guard, right as the mission starts, and the last time (This actually happened) a guard said hi to me and the game froze. Does anyone know whats happening?

yes. hyperthreading/multicore issue. make sure the game runs only on one core.