Ok, I need tips on pickpocketing. I hadn't messed with it during the first several dozen hours of play but now I want to put some work into that skill. However, it seems I'm so awful at it that I get caught no matter what I steal - even while the person is asleep!
First of all, keep in mind that you can freely "inspect" anyone with no fear of getting caught. Once you open up the pickpocket menu, hover over the items, and look at the success % for each item at the bottom right corner. It can be pretty low for heavy items, and the highest it can get is 90%.
The success chance depends on the weight
and value of the item. Don't try to steal shit like weapons or armor. Start off by stealing light and cheap stuff like iron rings and such, or small amounts of gold. If you follow these steps, you'll get better in no time, as it's really easy to level pickpocketing. Sometimes I get two skill-ups from the same person.
And make sure you always save before you do it!