As above basically. You can for instance find a lockpick when you kill orcs or Lizards (not yet). One sure way to have get a lockpick (Apart from buying from Tingalf the merchant in the Rivertown Market, as suggested) is to go to Verdistis and have a look there. I suggest you look for a quest which asks you to join the thief's guild. Also Commander Kratus's room has a lockpick in it, still in Verdistis where the town watch is.
If you're stuck in Verdistis there's a guide near the town gates, have a look speak to people and you will find him. He will mark most of the spots for you.
By the way, you dont need to pick any locks whilst in Aleroth and the skill is pretty much useless at level 1, so if you're a survivor wait until you're out and about (outside Aleroth) and you will see that things will gradually come together. You will gain points and experience and it will be much more fun to lockpick stuff, also because there are an abundance of lockpicks anywhere in the Rivertown area.
