To pick locks in Pathfinder: Wrath of the Righteous, you will need a character that has a high level of skill trickery. Trickery allows players to pick locks in the game, among other tasks such as dismantling the various traps you will find in the game.
You don't need just trickery to pick locks. You can also get what are called apprentice lockpicks. But the problem with these lockpicks is that players with low trickery can use them, but the chances of success are meager, so it's pretty much next to useless even to try it.
Because of this, you will want someone in your party who is good at trickery, but if you don't have someone, you can always respect your character at the Defender's Heart to get it.
Other than that, we highly recommend choosing either Camellia or Woljif, as both characters start off with decently high trickery, and you will be able to pick most lucks with either one. If you want to unlock tougher locks, keep upgrading either character's trickery.
Personally, we recommend Camellia, as right now, we are playing with Camellia and manage to get her to level 17 in trickery and have no problems unlocking locks in the game.
Check out our other Pathfinder guides for more help with the Pathfinder series!