Welcome to the hobby. Fortunately, unlike Fight Club, discussion is encouraged. There are heaps of advice on this site and plenty of good guys (and gals) to help. I guess I'm an intermediate picker, and I remember what it was like to start out. Some advice and opinions on top of PRACTICE.
1) The picks you have are fine for the locks you should probably be working on now. The basic Southord is adequate for now. Put the Euro cylinder aside for a while if the warding is too much for your current picks
2) Learn to make picks. This is a rewarding thing on its own, but it also will give you the knowledge to improve your picks. Almost ALL (manufacturer) picks need some finishing work, even Peterson. A bit of work with a file and some fine sandpaper can really work some magic on your set. You don't have to actually make picks from scratch but you should learn how to polish them. Sometimes the shafts are thicker than they need to be and removing a bit of material helps. I also think that everyone should have some Bogotas and if you can make a set that works even better. A bench grinder isn't necessary and you can still make picks with a dremel or even files (slow but accurate)
3) You mentioned youtube, so I guess you've seen Bosnianbill's channel. He's got a knack for teaching lock picking, and he's set up a website http://www.lock-lab.com
. The Lock picking University is his tutorials laid out as a beginners course. *note to admins, I believe I can reference external sites. If wrong please correct.
4) TENSION/TORSION. This is one of the hardest things to learn, and it's 50% of lock picking (possibly more). Focus on tensioning more than manipulating pins initially
5) Embrace Raking. I know it's looked down on compared to SPP, but it REALLY helps with learning tensioning. Because raking is less precise you can focus on the level of torsion. You only need to feel that pins are binding and you don't need to know which one. When you can rake a lock consistently, then you should try to SPP.
6) LEARN TO WALK AWAY. As was said a bit of frustration is expected, with out it there would be no challenge. However, sometimes frustration builds to the point where you are using too much force and actually making it more difficult. Walk away and comeback to it when you are relaxed and focused. If you let frustration build your mind will shut down and practice is useless.
7) Close your eyes and visualize. The purpose of cutaways and clear locks is to show what's going on. They aren't challenging if you can see the pins. But they do help with learning what the pick and wrench are communicating. Since you can't see the pins anyway, you may as well close eyes. I've found that closing my eyes helps a bit more with focus and makes it much easier
8) You've noticed that Master and Kwikset are the recommended training locks. Xeo wouldn't steer you wrong. You've got the right idea about progressive locks, maybe it's your tensioning that's the issue. Ebay and Craigslist are great sources for cheap locks to practice with
9) Some locks easy locks will kick your ass, (see #6). I have one Master lock that opens in seconds with a bogota or cityrake , but trying to SPP it is embarrassingly long.
10) Pick in both directions when applicable. Because the binding order changes when you switch directions some locks are easier one way than the other. It may get tougher or easier, but it does change the challenge slightly
11 ) You'll have your epiphany. One day, for no reason it all becomes much easier. You'll be blitzing through those locks wondering what you were doing wrong up to that point. And then you'll go out and get better locks to get the challenge back and some frustration
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