Early-game source of lockpicks
One of the best sources of lockpicks, as well as stolen loot, is the house of the carpenters in the village of Troskowitz. Late at night once folks are asleep, you can mantle on the log pile at their yard, which gives you access to the bedroom on the second floor. From there, you can pickpocket the carpenter and his father. You might not be a bird that suddenly appears, but you definitely long to be close to these fellas.
When the pickpocketing screen appears, try to prioritize the keys upon revealing them. The keys allow you to open two nearby chests that contain all sorts of weapons, shields, and, of course, lockpicks.
You can keep doing this every few in-game days to reset the contents of the chests. Soon, your ransacking of the carpenters’ home will lead you to the top of the world to look down on others.