This question is actually at the heart of this novel and how we think about it. The difficulty lies in the way that Lazarillo clearly starts off his life as an innocent who is clearly unfit because of this innocence to make his way through life. This is why his first master, the blind beggar who receives Lazarillo from Lazarillo's impecunious mother is such a "good" first master, as he bashes the naievety from Lazarillo and makes him experience the cruelty of the world. Thus Lazarillo learns very quickly the necessary strategies he must employ to survive, and in particular becomes an individual who is able to flatter and impress other people.
However, in spite of this unpromising beginning, Lazarillo maintains his inner goodness. Note the way that when he is given the chance for an honest life, he becomes a water carrier and works hard at it, making a success of this. He is able to marry an honest woman. The story of Lazarillo is one of a steady upward progression through life in spite of the many hardships that he faces. Thus I would argue that in spite of what he learns early on in life, in his heart, Lazarillo is an honest person rather than a liar and a thief.