Another piece of advice, in addition to what I’ve read here: try using a moderately large bag, in which you have a somewhat spacious and hidden inner pocket —this is where you’ll put the items you stole. To avoid the detectors at the store entrance, turn that pocket into a Faraday cage. In the main part of your bag, put personal items so that if a guard checks your bag when you leave, they won’t suspect anything upon seeing your personal belongings, such as a jacket, cap, or personal accessory. After placing the stolen items in your Faraday cage, buy a not-too-expensive product (obviously). If they give you a store bag for that product, better. Place the product on top of your personal items in the main pocket.
To test your Faraday cage, place a cellphone inside it and call the phone. If it rings, it means the cage isn’t working.
Faraday Cage (Wikipedia). Booster bag (Wikipedia).
I don’t recommend HackTheBox or these mainstream platforms because they are paid (with very few challenges or free virtual machines). The person who pays is the one who learns. I hate that so much. No one should pay to learn, knowledge is online and libre.
Happy hacking, comrade.