Sarafan: Thanks for the tips. I'll remember about them while playing. :)
Also some areas(rarely) cannot be entered without killing(or pickpocketing) the ones with the keys...still you can steal most stuff that's not bolted down if not in someone's line of sight & enter most areas(walking in or sneaking).
(Exceptions are the rare item here and there...if important one can steal it and jut pay a bribe/use one's speech skills and not get attacked, albeit maybe lose a tiny bit of reputation)
As for picking locks(PC terminals and door locks) buy plenty of both types of picks(or pick them up from the rooms and areas as often you can find them lying around.
And store stuff on the ship you won't be using in that town/major area/etc and want to not sell, as it slows one don if it gets to be too much(when moving around in most areas).
If you ever need other tips lemme know...I got slightly further than you, I think.
Addition-Big tip: Don't have too many save games....it makes initial loading of saves(when starting the game up) very slow.