where are the lockpicks sold??

use your search function. there are several threads on this.
easiest is to join thieves guild and buy from your doyen and fences.
you can get them piecemeal from barrels etc and bandits.
or just get the skeleton key (daedric quest).

......which would probably be the wisest.

Skeleton key rules.

I just exercise a little patience when lockpicking and wait for it to move really slow... You really cannot fail lockpicking if you just take your time, you should only need 5 picks at most for any dungeon...

Cadaver

One way to get scillions of lockpicks for free is to go into goblin caves and kill them all and most of them drop lockpicks. Also, the goblin mage staff is quite valuable (700-800 gold) and the goblin mage isn't tough to kill at all even at low level.

This is one way to do it although you may break the occasional pick from when the pin falls really quickly, if you wait untill just after this fast one however there is ALWAYS a much slower one, I pick very hard locks all the time without breaking a single pick doing this,

Yeah, but I'm much to impatient to do this
Skel key is the best.
And because of leveling, it's very easy as a low-level character to do.

how do you get the skeleten key

you get it by doing Nocturnals daedric shrine quest.

where do i start it a unbreakable key sounds tight

Go to Leyawiin,and speak to the Mage's Guild alchemist there.She will tell you the location of the Nocturnal shrine