The in game mouse sensitivity doesn't apply to. The activity would be a breeze on controller, which I'm sure is what they designed it for, but it doesn't feel possible to me using a mouse. The sweetspot is tiny and moves really fast. Steal loads of stuff, sell it off to fences and purchase a good 40 or so lockpicks…then start hammering away at trying to open Easy locks in the Rattay Mill area (remember to choke out any near by people without being seen, so the sound of your broken lockpicks will not alert anyone). I'm trying to play the game with a keyboard and mouse, but I can't lockpick at all. Once you hit level 5 in lockpicking…he can train you once again…when you hit level 10…he can train you 1 time again etc etc. For example if you are level 1 in lockpicking…he can train you once to advance it to level 2. Vitality also increases with 'surviving combat', so killing animals (even domesticated ones like dogs, sheep, and cows) is a remarkably quick way to level it. Miller Peshek can also advance you 1 skill in lockpicking (for a small price) once every 5 lockpicking level ups. Stand still and jump in place or go next to a fence, hit jump to vault over it, and repeat. A lot of Locks you successfully pick will reset a day or so later, so you are never short of places to practice and gradually advance your skill.
Rattay Mill is a good place to constantly save your game, steal, make money, buy lockpicks and practice lockpicking. Have you got to Rattay Mill yet? Once you get there and do a few quests for Miller Peshek …you will be able to purchase lockpicks and sell stolen goods.