If I remember correctly you can't finish the game unless you know how to pick locks but you don't need that skill early in the game. In my first game I learnt how to pick locks in the last chapter
I'd recommend learning how to brew potions however
There are 3 guilds in G2, Mercenary, Militia and Fire Mages and Militia is the easiest one so I recommend it for the starters. Also you need to have a job to become a citizen of the first town (Khorinis). I recommend becoming the blacksmith's apprentice because then you can make your own magic ore blades and don't have to waste huge amounts of money on them. Oh, and use 1-handers