Steal?
Oh no no no no no, not once, not ever.
But look around the network, see what file shares are world readable, maybe see if there's any FTPs or Telnet servers with no username/password (or at least, no password stronger than "guest")? That's just being curious. And if I see any interesting files, and I make a copy to look at later, that's not a crime, is it?
I'd like to think my younger self, if he'd been hired at the SSA or somewhere similar, would see the difference between "the personal data of hundreds of millions of people" and the networks I actually had access to at the time. I know I wouldn't be trying to sell the data or trying to otherwise leverage it for financial gain, but I don't really have such a high opinion of my younger self's judgement that I would completely rule out making a copy for objectively dumb reasons.