First off, excellent job on your English- I wouldn't have known you're not a native speaker.
I feel that Dark Messiah and Thief are very, very different. Obviously, Dark Messiah's one of the prettiest, most detailed games I've ever played, and its combat system is superb. However, I (obviously) don't play Thieves I and II for their graphics or their combat. Some of the best aspects of Thief are its stealth system and its AI, both of which, I feel, are lacking in DM. I've never been surprised by anything the AI did in Dark Messiah, and I've certainly never been frightened. Fact is, if you're sneaking around in DM and you get caught, you can slash your enemy into oblivion without getting a scratch. If you get caught in Thief, you're a little screwed, which adds an element of tension and fear I don't think DM has.
That said, DM really is an excellent game, and if one enjoys Medieval 3d-'shooters,' DM is probably the best in the market.