This quest requires you to go pick locks to retrieve a [Certificate of Thievery]. The location of the chests are almost directly east of Lakeshire.
Description
We've been training thieves here for years! After all, not every rapscallion is born with the grace and finesse of old Lucius.
Up off the road here you'll find Alther's Mill. I got a chest up there with something important inside. Go get it for me! Bring back that token and you'll receive your Certificate of Thievery!
The main goal of this quest is to train up lockpicking during the quest. The chests respawn rapidly. You can stand within reach of three chests and they will respawn as fast as you can pick them. Raise your skill while the opportunity is available.