I Thought That Only Worked in the Movies!15G -
Picked a lock for the first time.You will need to be level 3 and have a camp set up then unlock the "lock picking" skill from your abilities menu. Once you've done that, go find a screwdriver or just go to Kovac's Bunker & pick up the one on the table.
Now go through some missions & you'll come across doors that are locked & can be lock picked. If you want to get it done right away though, go all the way to the top left corner of the map (North West) & you will see a house/cabin there that can be unlocked. Also, there's a train-car just South East from there that can be lock picked as well.
You will need to do this 20x for -