Although you can pickpocket from the start of the game, you don’t learn this ability until the memory ‘Fitting In’ during DNA Sequence 2. To pickpocket someone, while walking around, hold to Fast Walk and just bump into people. You will get anywhere from 1 to 25ƒ. Make sure you only pickpocket 5 or 6 people then you need to either blend in or escape since someone you just pickpocketed might find you and provoke a fight, possibly alerting the guards.
Just keep doing this over the course of your playthrough and you should have it in no time.