I don't know what your parents are on about. Well, come to think of it actually I do.
They are among that group of people who believe that only cops, and crooks have lockpicks. Maybe spies, and of course locksmiths. No decent person would want lockpicks. I'll bet at this moment, they think their child has been hanging around with the wrong crowd, and is about to embark on a criminal career.
Talk to your parents. How do you know if you want to do something as a career? You try it out. If you wanted to take up working on cars in your spare time, they would most likely support you and even assist in buying and making tools.
Lock picks are tools. They are the exact same things as the ratchet set, and wrenches I am sure your father has. They are tools meant to perform a task.
The dictionary defines as hobby as:
An activity or interest pursued outside one's regular occupation and engaged in primarily for pleasure.
Oh, and about collecting things? That's got to be one of the most boring things I can think of. Why do you think there is such a huge interest in plastic model kits? Because people like to "work" at their hobby. They like to have a goal, and consider working toward that goal just as important as reaching it. There is a great feeling of pride after you have done something, or made somthing or fixed something with your own skills and hands.
If you have fun picking locks, and you aren't doing it as an income source, you have a hobby. If you discover that you might want to do all of the work being a locksmith entails, then you may just have embarked on your first step of a new career.
Bear in mind that there is so much more to being a locksmith than simply picking locks, or opening cars. Rekeying locks, installing or replacing locks, cutting keys and more. There is a lot to this job, and some things you might not even have considered.
If on the other hand, you simply have fun picking locks, and value the exercise it gives your hands, your mind, and your dexterity then you have a good hobby that may very well compliment whatever you choose to do in life.
Tell your parents to calm down, relax and talk rationally with you. This is a good hobby, a good career, and a great way to have fun and make friends. You trusted them enough to ask for their help, that should show you are at least serious enough about it to want to share it with them. Perhaps, in time your father may become interested in it himself. I've heard of family businesses starting in stranger ways.
The best of luck to you, in all of your endeavours.
Romstar