Lockpicks were required in Divine Divinity, but are not necessary in Beyond Divinity.
I don't know what level barrels should usually be, but some people dropped locked barrels off in the BF until they had a high enough skill level to open them. It would be nice if you could just smash the barrels open, like you could with barrels or vases in DD.
Actually, learning whatever looks like it might come in handy is a good strategy (that is what I did). Gold isn't too hard to come by, and it is better to have something you do not need than to wish you had something from a teacher you can not get back to.
In the skill window to the bottom left, there is a button to toggle showing available skills or all skills, so you can get an idea of everything that will be available at some point in the game.