When i began to pick I also had the problem that I could set the first pin of a lock that I had, but then I was stucked.
What I found ot after some frustrating days was that I hadn't actually set the pin

I had pushed it up 'til it clicked, but that was at half the way. I had to push it up even further to make it set
The lock was an ASSA 5-pin dead-bolt. I had picked some "madeinchinacosts$1.50"-locks before that lock, but this lock was a problem for me until I found out how to do.
I hope that this could help you, noone shall be forced to invent the wheel twice...
If you're a beginner and have the key to the lock, you could try to take some pins out when practicing. It really helps.
Brute force is the last resort of the incompetent.