Other than people's hosue in towns, I'm not coming across very many locked things to pick. Since there is a whole skill tree to spend perks on, this seems a little broken to me. Are there a lot of locked items later in the game? I'm around level 15 now I think and just finished the Diplomatic Immunity quest of the main questline. I'm playing a thief/ranger type of character and having puny picking skill is hurting my character's image.
There are plenty of locks to pick, you've just gotta go dungeon diving. Dwemer ruins in particular have a lot of locks to be picked.
Alrighty, I've mostly been doing the main questline and any dungeons/caves/forts I find along the way, it's time I just wandered around and discovered stuff I think.