Im trying my hand at picking pockets and failing badly.
Im level 19 and probably couldnt pick pocket Stevie Wonder!
Where do i start?

Anywhere. At the start pretty much everyone is carrying things you have a 40% to 50% chance of succeeding.

You can take 2 approaches:

1) save before trying. If you fail, reload. If you succeed, save.

2) don't carry any stolen stuff on you when you try, and be ready to pay fines when you are caught.

You can also use some equipments to help you.Like cicero robes.But you are too far from getting it.Anyway try enchanting. Qiox already said everything.

Couldn't you just go to a trainer? There's a beggar lady outside Palace of the Kings in Windhelm for example.

If you want to be REALLY lame (borderline cheatting) - get the trainer to teach you, and then pick-pocket your gold back off her

make potions of fortify pickpocket.

I seen this on Youtube. Its a good idea but you have to be quite a high level to be able to do it.

how important is it to level up your pickpocket coz i'm level 28 and i havent even tried that.. i'm more of the warrior than the assassin. but i mean, aside from there being a trophy for it, is it really necessary to level it?