The MIT guide to lock picking is a must read for any beginner. It is the most famous, and one of the best (next in line to this site of course), introductions to lock picking on the web. It is also the oldest (1991).
This guide goes into some major detail on how locks work. The figures are basic, but clear and informative. It describes the basic techniques of lock picking, but oversimplifies them. Also, if you take the approach outlined here it will take you forever. Remember to do this fast, don't think about it too much. If you concentrate only on feeling whether one pin is set or not, you'll take forever. As a beginner, you'll need to work a lot faster than is suggested here or you'll just end up getting frustrated.
The MIT guide to lock picking puts too much emphasis on the pushing pins up part, and not enough on how to use the tension wrench. Pushing the pins up is the easy part, using the perfect amount of tension, not too little that the pins won't set, but not too much that they get pinched between the shaft and the plug, is the hardest part in picking locks. I recommend quickly pushing the pins up, one by one, using varying amounts of tension. You need to be constantly varying tension. Frequently let go of the tension to hear/feel how many pins were set, and remember how much tension you used on each pin. Also, systematically change the order in which you pick the pins, try first from front to back, then from back to front. The hardest locks to pick are ones in which neither of these works, and you have to pick the pins in some weird order.
If you've been at it for hours, are getting frustrated, and wearing down your picks, try the newbie approach. I don't endorse this method when talking about the "art of lock picking", but it can get the job done. Just stick the snake pick in there and wiggle it around. Go front to back, back to front, and back again. This takes little skill with the pick hand, but much skill with the tension wrench hand. Constantly push the tension wrench harder, then softer, then harder. If you feel all the pins have set, then release tension and try again. Do it the whole process quickly. While this is not exactly the most artistic of ways to pick locks, it can usually the job done, and you get lots of good practice using your tension wrench.
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