Lock picking? Love it!@ I used to fiddle with locks years ago, with no knowledge with what I was doing... was pretty successful at it too. Recently fell back in love with it. I don't see them as locks, I see them as little puzzles.
While books are always good, I think the best thing to kickstart the skill of lock picking is attending some sort of hands-on seminar. A lockpick village at a con would be a great place to start. You can of course start by yourself, and hit one of those later, but just like most anything, you can learn wrong, then you have to unlearn your bad habits and relearn the skill all over again.
"Practical Lock Picking" (here: http://www.amazon.com/Practical-Lock-Pi ... 1597496111
) seems to be the go-to book, and I wouldn't disagree. The author, Deviant Ollam, also gave a great talk at DefCon 13 (here: http://www.youtube.com/watch?v=JupQ3BpKGYg
). It doesn't get deep in to the mechanics of picking, but is a great overview of what it's all about, how to approach it, even talks about the legal aspect of the activity.
Tools and Locks: Get going with an inexpensive starter kit... I'm still using my 8-piece pick set (6 picks, 2 tensioners), might dive in to a bigger kit later. If you're going to spend a lot of time picking, I really really really recommend a vice. There's a really swell universal practice lock stand on lockpickersmall.com. As for locks themselves, I'd start with a nice cut-away lock. You can get a set with 2-5 (or 6) pins, and work your way up, or get a single 5 or 6 pin. The sets are nice to learn with, but once you get the hang of it, the 2, 3 and probably 4 pin practice locks will be useless. The big goal here is to observe the mechanics of the lock, and learn what you feel when something happens in the pin stack, properly setting a pin for example. This is a "by feel" skill, but being able to correlate seeing the action and feeling it will certainly help!
After that, it's getting your hands on as many locks as possible. I keep a watch on ebay, search for "practice locks" and you'll see stuff pop up. I bought a box of used, misc locks a while back. I think it was like $18, shipped, and once I threw out the useless ones, I came away with 15 or so useable cores to practice on.
You will get frustrated, but practice certainly does make perfect. I recently went back to a lock that was kicking my butt, and had been for months. Didn't touch it of a few months, worked on other locks, etc, finally picked up that butt kicker, and popped it in two minutes.
Practice, practice, practice... and have fun!