dunno if it's a bug or deliberate, but I've found a chest that when I unlock it, I can't open it because it's locked, unlock it..sucess..but still locked. I don't know what's in the chest, but going round that loop for some minutes is a great way of leveling up on lockpicking. I'm now running up the back staircase of every building I find, to see if there are previous "this is too difficult to lockpick" locks that my skills can now open.
Some of the other skills seem pointless.
I have never bothered with pickpocketing, it appears to me that it's an un-necessary skill.
Once you are into the game a bit, buying potions is so easy, there is no point in the rig-ma-roll of gathering the bits, reading the books to get the right skill level and then farting about with the alchemy stations. It's a skill I have never once used.
Using grinding wheels and/or repair kits is also a castaway for me, just go to the right people and get the stuff repaired is so much easier.