A lot of Locks you successfully pick will reset a day or so later, so you are never short of places to practice and gradually advance your skill. Rattay Mill is a good place to constantly save your game, steal, make money, buy lockpicks and practice lockpicking. Have you got to Rattay Mill yet? Once you get there and do a few quests for Miller Peshek …you will be able to purchase lockpicks and sell stolen goods.