There is not one single lock in Morrowind that can't be picked. I use this an example of the different game-play styles of the series. In Morrowind, you are allowed to figure out how to solve problems using the skills you have. In Oblivion and Skyrim, sometimes the developers forced you to go here, talk to this guy, go there, get this item, take it back to the first guy, then he gives you the key to this door ... and suddenly I feel like I'm playing Final Fantasy. Every character in Morrowind was mortal, including the "gods." If killing someone broke the main quest, you get an error message, but you can keep right on playing in a "doomed world," if you choose. Morrowind never holds your hand, or forces you down any path. Want to get off the boat and head straight for Red Mountain? You can. You probably won't survive very far, but you can try. The GAME doesn't stop you. The WORLD might, but the game won't, and that makes all the difference.