Lockpicking is one of my hobbies from one year. Is incredible fun and challenging.
If you want to start, I recommend you reading the MIT Lockpicking guide. It have the basics: http://www.lysator.liu.se/mit-guide/MITLockGuide.pdf
You can found a cheap lockpicking set here: https://www.dealextreme.com/p/advanced-9-piece-set-lock-pick...
Also start opening cheap padlocks so you can get your first success fast and get motivated.