I have searched all riverwood/whitefun and no vendor has a freaking mining pick?

Where the [censored] do you use the mining pick? Ive got 2 and I for the [censored] of me cant find any ore to mine..

Really ive seen several vendors with it. If not maybe try looking in a mine. Might have something to do im only currently lvl 5 but ive found them.

At IENV have you tried going into Mines

Hm, the vendor in the Drunken Huntsman (or something like that, can't remember names very well) sold picks. Double check there?

If I recall correctly, almost every blacksmith and general store sells a pickaxe. It's either filed under weapons or Miscellaneous; I can't really remember.

I found some ore around the mountains of High Hrothgar. Quite alot actually... Just watch out for polar bears. Those svckers are damn nasty!