How can I improve my pickpocketing?
Solution 1:
I used to level pickpocket, sneak, and speech at the same by trying to steal from guards. Just sneak behind them for a bit, then pickpocket an easy item and repeat until you get caught. Now just opt to persuade them. Once your speech is high enough to persuade, you will be able to do this exactly once for each guard. They will however remember you and arrest you when you try to steal again from that exact guard.
Also if you're heavily into pickpocket, I'd recommend a mod to increase the maximum chance to 100%. In the vanilla state, Skyrim caps the maximum chance at 95%, which will leave you getting into problems regularly even as a pickpocketing master. There are plenty of mods available to achieve this, I'd recommend this one: Pickpocketing Chance Caps, as it does just that and nothing else.
Solution 2:
Join the thieves guild and either level up pickpocketing from one of the guys there or go around pick pocketing the members of the guild. They won't try to fight you and it leveled me up from 20 to 50 within minutes.