I came across the first locked door that the game has to offer, the second door in the temple of trials. How the hell do I open it? It may sound ridiculous, but I've searched the area and found nothing. *sigh* without a first person view, I'm always lost. Always.
Do the above... or alternatively, click and hold over the door; you get a context menu where you can choose to examine, use an item, or use a skill. Use a skill, choose the lock pick skill.
Make a point of always reading anything that prints in the text box at the lower left of your screen.
The first locked door [I think] cannot be failed at; It always succeeds. The second locked door has no way to pick the lock... but there is a way to destroy the lock (found not too far from the door).
By the way... You should save your game before you talk to anyone in the temple (if your PC dies, you'll have to go through the whole thing again).
*Don't read this until you find something expensive.
Spoiler You've seen the "grenade in the pants trick" of Fallout 3; be wary of the fact that you can do this to yourself in Fallout 2 if you are not careful. Think twice around explosives.