Currently you still need to buy a Lockpick skill book to learn the skill (arrow vendor; requires level 2 Way of the Ranger), if you don't start with a rogue class character.
Thx, good to know rogue is the only proper thief from the start
Also noticed hair clipping through helmets - small annoyance and hope its an easy fix for you guys (I'd place it somewhere at the end of bug importance).