Can a fighter jet be stolen?
Military aircraft rarely have any sort of keys or any sort of authentication systems, they rely on physical security measures to prevent people from getting to the airplanes in the first place, like fences, dogs, cameras, guards, and of course guns. 

If there were no physical barriers then you have 3 major barriers to being able to steal a fighter jet:


Support: just about every military fighter aircraft has an assigned crew to prepare it for flight and help the pilot(s) get in it. Without this crew you'd have to get the airplane powered up, fueled up, and then you'd have to figure out how to get into it and get the ladder removed. There's a lot of knowledge you'd need to do all this, just knowing how to open the canopy isn't going to be immediately obvious
Starting: starting up a fighter isn't like starting a car, you don't hit a button and everything happens for you, there's fuel tanks and pumps, hydraulic systems, electrical systems, and engine management. You'd have to know where to find all of the switches, dials and levers, and the sequence in which to use them. This isn't something you'd be able to guess, you'd need knowledge of the particular airplane
Flying: high performance jets are challenging to fly, and by flying I mean aviating, navigating, and communicating. Although modern fighters have a lot of computers to help out with this the systems require a great deal of training to use, and if you don't know exactly what you are doing you are most likely going to dig a big hole in the ground 


If you know how to start and fly the airplane there's nothing stopping you from doing it, provided you can solve the problems of prepping and getting in the airplane. In fact, it's been done when pilots defect with their airplanes, see the comments below for some great examples.