This one can be a tricky one to increase since you can get yourself into a nice bit of trouble if you pickpocket the wrong person in the wrong place. There is no shortcut to cheat this one, you will need to pickpocket stuff from many different people to increase your pickpocket skill.
The best way to do this is to find an inn at night time. The larger the inn the better since you want as many sleeping NPCs as possible in order to have as much material to pickpocket from in the first place. Save the game often when doing this so when you get caught, you can just reload the last game save and try again. IF you try to steal large and expensive items when your skill is low, you will get caught, so take it slow and go for the smaller items first. You can sell everything you steal to a fence in order to make a little money from this.