Secret chest in tutorial
During the escape at the start of the game, there is a chest hidden in the room with a big light in the middle, 3 - 4 rats, a rusty iron helm, and lots of wood and vegetables. As soon as you enter this room take a left, may look like a dead end but if you look at the wall there are a few bricks missing and if you look where they used to be (under the wall) there is a chest with an Average lock difficulty. The chest contains a few lockpicks, torches and 20 gold.
Word of Advice: I recommend saving before any attempts are made, especially if your not very good at lockpicking. Anyway, Enjoy!
More tricks, tips and cheats for this game are right here - The Elder Scrolls IV: Oblivion cheats
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