For this achievement you must Fully Upgrade your Dexterity to be able to pick your lock in Focus mode to acquire this achievement!
Here are a few images and pointers to assist you prior attempting this achievement:
Once you start the game Thief progress as directed just before Chapter 2, as follows:
Location: Stone Market CHAPEL
This location is story related so not to worry just follow your marker until this area.
You will now go into the Chapel to meet with the Queen of Beggars, to now talk about unlocking Focus Points.
Once you have spoken with her and purchased your first Focus Points (+1 FP) for gold. The Queen Beggar will be located as seen in the below image.
To interact with the Queen press
to purchase FP from her.
Now to enter your Journal press
where you now can purchase Upgrades, I believe each purchase increases by about 150g you need +2FP to fully upgrade.
Now press the
button to open up as seen below: Now fully upgraded:
Once you are done you can now pick pocket any person and door lock to acquire the achievement, there are many locations
in the game and near by after upgrading your Dexterity upgrade.
You need to have your Focus Bar as full as possible or have more poppies to fill up your blue bar by pushing up on your D-Pad
to add more poppy Focus.
Go upto a lock pick tap
and pick the lock which is now viewed differently from before. Once you have picked your lock press
immediately to stop using your Focus.
Now locate a guard which has a pouch to pick pocket, let him pass crouch up behind him now press
to active your focus press and hold
to pick pocket.* I personally tried this without unlocking my Dexterity on numerous occasions eg lock pick/pick pocket, so once I did unlock it I did a lock pick first and the achievement unlocked as I already did numerous pick pockets*
Achievement unlocked congratulations!