If you’re interested in the details of how to actually follow through, you should look at our article “How to Become a Locksmith in Colorado“
Use of Lockpicks and Similar Tools
Legal to own unless the intended use was to gain illegal entry or for theft; or used on a lock for which you didn’t obtain permission. You could also be charged with possessing burglary tools if you are in possession of lockpicks while committing a crime. Want to if if lockpicks are legal? We have a post for that.
Note: We are not lawyers. Make sure you verify this with your lawyer.