Hi, I just started Oblivion and am very low lvl (lvl 2), I cant seem to buy any lockpicks anywhere and I have a few quests that I need them, where can I buy lockpicks , tried to wait for that scooma seller but he is never there. and also,where can I kill low lvl goblins that may drop them?

If you're in the Imperial City, check all of the barrels, crates and sacks laying around outside the shops and homes. You can take anything you want from them, and they often have a few lockpicks in them.

Goblins can be found in just about any mine in the game. They're level scaled, but they're still going to be pretty tough.