From the Introduction:
Throughout the ages, there have existed secret societies that have dedicated themselves to the fine art of thievery. These organizations, commonly known as "thieves guilds," have existed to unite an underground of criminals whose life's work involves the pilfering of other peoples' life's works.
In Colors of Grey, you will be a member of one such secret society, known as the Chameleons - so called for their ability to adapt to any situation. Chameleons consider themselves connoisseurs of fine art and specialize in the theft of rare statues, paintings, drawings, and other such works.
The Chameleon guild has existed for centuries without being uncovered in any serious way by any sort of law enforcement agency. Though individual Chameleons may occasionally be captured and interrogated, their secrets continue to remain uncovered - possibly because they blend into their surroundings and hide in plain sight, making them difficult to uncover as an organization.
Being invited to become a Chameleon is an honor extended only to those thieves who are exemplary and exhibit mastery of their craft; amateurs are too easily spotted and captured, making them a risk to the organization. As expert Chameleons, players should try to act accordingly.