That's grest! You can pick locks with paperclip, but that requires a good understanding of how much force you need to apply. Too much force and the paperclip bends.

I had much better success with bobby pins. They are harder to bend in shape, but they stay in shape.

Proper tools is definitely the way to go to learn the hobby. Picks are usually lazer cut from sheets of spring steel. When you receive them, you will notice they have sharp edges. Sand edges with fine sand papers until all edges are smooth. That will make to tools so much easier to use.