i cant remember what my thief skill was at, but i think at around 100 skill points you can buy a pro lockpick. You don't need to equip it, just keep it in your inventory. maybe round 200 thief skill points you can buy universal lockpick and you can pick any lock. Some locks you cant open unless you find the key for that lock. for example "bank room key" will open the door to the bank room.
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