So I'm working in 2nd Gen. trying to get a Lucky Egg and my technique is the I'm in Route 15 using a max repel with a Lvl. 25 Skiploom at the front with a Lvl. 21 Pidgeotto as my thiefer hunting Chanseys like no other. I've ran into quite a few of them and gotten a thief off each time. Now my question is that if Thief works does it tell you? Like give you a message saying that you've stolen a Lucky Egg and if it doesn't does that mean I have to KO the Chansey to find out? Sorry for writing so much and asking multiple questions!
I don't believe that it gives you a message that you stole an item. The stolen item will appear on the Pokemon who used thief after the battle has ended (I believe) - so thief only works if the opponent has an item and you have no item.
So yes you need to KO Chansey to find out.
Use the move thief, it will tell you that you find something! Defeat Chansey! and then you will find the item. it is a certain % of finding the ''lucky egg'' mind. You don't get one every time.
It will inform you that your Pokemon stole an item. It's very important your Pokemon doesn't already have an item equipped or else you won't steal it.