I just got attacked by three hired thugs outside of Windhelm. One of them had a contract on them saying to give me a lesson from Ambarys Rendar.
No idea why this is, anyone know?

Happens when you piss off an NPC, I have a stack of them on my main character. First one came from Sven back in Riverwood, 2nd from his mother for stealing from her, after the 3rd I stoped keeping track. Real pain is when they come at low levels as they are tough and the city guards wont help they just sit back and watch.

hired thugs come after you when you steal and think you're not caught

I got them sent on me by a dead guy when I looted his body after a dragon ate him

I stacked them on his corpse and looted them. Nice stuffs for sale, too.

They can come after you if you've murdered someone too. I didn't have anything I needed doing one day so I figured I'd get the achievement with a relatively high bounty in each of the holds just for the hell of it and went on a spree, and after a while I had thugs coming after me all the time. The contracts the thugs carried stated that it was as revenge for a dead loved one, and if they got in trouble with the law the people who hired them would pay for it all.

Dam. That would be why a guard tried to arrest me. Think I may have stolen something in Windhelm.

How do you see if you have a bounty on you?

Hit ESC and then click on Stats. It should show your current, total and highest bounty under the first item in the list. Forgot what it is called.