How do you level up pickpocketing? Because I tried to do it and instantly got noticed, even while hidden. I thought as long as I do it while hidden, I shouldn't be instantly noticed... Sorry, my first Elder scrolls game.
A really helpful method for leveling your pickpocketing would be to try to sneak up and pickpocket enemies (bandits are good) before killing them. That way, instead of getting thrown in prison, you just kill them because they aren't citizens/guards :)
If you're practicing on citizens/guards, definitely keep an eye on the percentage and just take things with higher percentages. I'm pretty sure you get XP for successfully planting items in their pockets, too.
If neither of these work, there's a beggar in Riften that will teach you pickpocket XP in exchange for money ( I'm pretty sure you can just steal it back after ;) )