Pickpocket - The Elder Scrolls V: Skyrim wiki

Pickpocket Perk Tree

The stealthy art of picking an unsuspecting target's pockets.  A skilled pickpocket is less likely to be caught and is more likely to find valuables.

To pickpocket you must be sneaking.  Come up behind a target and press (A) to bring up their inventory.  From here you can either take things or plant things.  Anytime you take something there is a chance you will get caught, however, just looking in someone's pocket is not a crime.