Probably most importantly for someone learning to pick are some locks to practise on. Even if the lock is yours or you have explicit permission it is a bad idea for a beginner to pick a lock that is actually in use, as there is a chance you can ruin the lock, and then need to call a locksmith out to gain entry again, repair/replace the damaged lock etc..
I would recommend going along to your local B&Q, and buying the following:
1.) A couple of cheap rim lock cylinders such as Wren Birds
2.) An offcut of thick MDF or kitchen worktop, should only be a couple of quid, to mount said cylinders in
3.) A piece of dowel the right thickness to use as a plug follower
4.) Any tools you don't already have and can't borrow to fit the cylinders, put pins and springs in small holes, and remove/refit the circlips on the cylinders
Basically you want to look at the back of the cylinder and remove the flat tail piece, and then the C shaped piece of metal which prevents the plug from being pulled forwards. Make sure the key you have is in the lock and with the cylinder in a plastic bag, turn the key 20 degrees or so and pull forward. All the springs and driver pins will fly into the bag and the key pins will remain in the plug
Remove all but 1 key pin from the plug, and then carefully (with needlenose pliers if you have them) re-insert the spring and driver pin that corresponds to the pin position you left in the plug. You will need to use the dowell inserted from the rear to hold the pin and spring in position while you again insert the cylinder at an angle, replace the C clip, and turn the key back to withdraw it.
Check the key still operates the cylinder, and you then have a one pin cylinder to pick mounted on a board.
Once you can pick 1 pin no problem, open the lock up again and put back another pin, making sure to use the follower etc. Then pick a 2 pin lock, and build the thing back up to the (typically) 5 pins it originally came with.
http://www.locksmith-tools.co.uk/acatalog/m00fm00f.html has a pre-built training board with 5 cylinders, each with progressively more pins. At over £76 you can save a lot of money by re-pinning one cheap cylinder yourself and mounting it in a B&Q offcut.