Every character can sneak from the beginning. There is no sneak skill, your detection area is only influenced by your armour and racial passives and the bonus damage depends on the type of your weapon,your armour and racial passives.

the passive skilline is different then other elder scrolls games. Legerdemain is a combination of thief-skills and it levels through gained xp when pickpocketing, lockpicking or stealing. So sneaking itself does nothing. Personally I prefer it. sneaking itself is not rewarding or giving you any advantage. It is what you do with the situations when stealthed. That can be to make a critical hit, feed (as a vampire) or steal something. That is why I think it is good that sneaking alone isn't rewarded.

However, by stealing, pickpocketing and lockpicking you can unlock passives that improves your sneaking. So it is not through the passive you gain experience, but through the action you take when sneaking.