If I was caught shoplifting and charged with a criminal offense, should I still plead not guilty or will that look bad to the judge?

I would definitely recommend having an attorney to assist you, if possible.  If you cannot afford an attorney, you should consult with a public defender.  As this is your first offense, you may be eligible for a pre-trial diversion program -- depending on what jurisdiction in Ohio you are in.   If you are able to enter a pre-trial diversion program, you would likely (depending on the jurisdiction) be required to participate in community service, attend a theft-related education class, and not get into any other trouble for a set probationary period (usually 90 days).  If you successfully complete the program, your case would likely be dismissed.  An attorney can help you navigate that process to ensure the best possible outcome in your case and whether diversion is an option for you.  If your case is in Columbus or the surrounding counties, I would be happy to speak with you further if you are interested in hiring an attorney to help.