It's logistically very difficult. Getting fuel into it usually takes a special truck, so you'd need access to that (when a plane is parked overnight it would have a little bit of fuel in it, but not enough to get very far after taking off). Even getting into the plane is difficult - you'd need a stair truck, and somebody to move the stairs out of the way when you're in. If it's parked somewhere where you can't just taxi out, you need somebody in a tug to do a pushback.

So assuming you're that far in, and you know how to start it up, you don't have a flight plan logged, so the tower isn't going to give you clearance to take off. If you take off without permission, they're going to call the air force, so you'd better be in a country that doesn't have a very big air force or a nearby base, and you probably want to choose somewhere where you can get into another country's airspace who isn't friendly with the country you stole the plane from...