I am currently stealing chocolate bars for my crimes. I seem to have loads of greens and the odd blue and then randomly I get jailed with a red message.
Why is this?
You're a brand new player, I would recommend doing the 2 and 3 Nerve crimes, then slowly working your way up to shoplifting. When you do work your way up to shoplifting, stick to stealing Jackets, as that's the safe one to do. Avoid Jail as much as possible, as it hurts your Crime Experience.
Most crimes have a chance to send you to jail if you fail, the exceptions to this are "Safe" crimes that either will never fail (Always green), have a blue result, or send you the hospital.
Shoplifting jackets is a safe crime that will not jail you, try doing that instead.
https://www.torn.com/forums.php#!p=threads&f=61&t=16030860&b=0&a=0 goes into this a lot further
Mentions:
Nash's Guide to Nerve Bar (Revived)
The 'safe' crimes are not completely safe, you can for instance be jailed stealing jackets if your crime experience is too low. Once you have enough ce it will be 100% safe.
Large box of chocolates are brutal for jailing.
Build up with two and three nerve bars and try after 50 or 100 to steal jackets.
The large chocolates are very risky and best avoided if you want to build up your nerve bar.