1. It is not technicaly illegal to own or carry picks in the UK. I deffinatly do NOT recommend you ever even consider carrying picks unless you are moving them or going to open a lock for some one with prior permission given.
Lock if you are searched they can be classed as a burglary tool. then again so can a screwdriver or a hammer.
(Disclaimer: This is my interpretation of the law based on what i have read and people in law enforcement agencies i have talked to)
2. Buy one
www.southord.com there well made u can put more pressure on them than you will ever need without bending them and you would have to fold the things to snap them.
3. depends on the lock. ive her the old "the same pressure as you put on a key when pressing one on a keyboard" and "about the same as when you take a contact lenses out"
But as i get more experience and my collection of locks grows ide say thats a good starting point but by no means the end of it.
4. I always use a hook. usually a slimline short hook with a flat top but some locks you will need a long hook. and sometimes i have better results with a standard profile hook. I started on a half diamond and i think thats easier for beginners as you wont drop pins as easily as you would with a slimline hook. its all about preference. some people swear by diamonds most prefer a hook.
ok now thats over, welcome to the mad house
all the best