Memory 1: The Prisoner

First things first, you need to get close to the guard with the key. This guy is patrolling in a restricted zone, so just waltzing up to him is a bad idea. You have a few options here. You can go the acrobatic route: look for a nearby building you can climb. From the rooftop, you can try to jump over the wall into the restricted area. Just be aware, there are some aggressive Templar Riflemen on the rooftops who will definitely try to shoot you, so keep an eye out for them.

Alternatively, if you want to avoid the rooftops, you can hire some followers to create a distraction. They can draw the attention of the guards who are blocking the entrance to the restricted area, letting you slip in unnoticed. If you've been saving any Cherry Bombs or similar distraction items, now's a great time to use them to lure the guards away.

Once you're inside the restricted area, you'll see a handy zipline. This is a great way to approach your target from above, keeping you out of sight.

When you finally get close to the guard with the key, make sure you're walking (fast walk, not running) directly behind him. Then, just like when you were trying to get money for that armor upgrade earlier, press the pickpocket button. If you're quick and he doesn't notice, you can make a clean getaway back over the wall to the prisoner's cage.

Now, what if things go wrong and you get into a fight with the guard and any others nearby? Don't panic! All is not lost. You can use the new counter-steal technique you learned to pickpocket him even in the middle of combat. After that, you can either try to finish off the remaining enemies or just make a break for it and find a place to hide to lose your pursuers.

Once you've successfully picked the pocket and have the key, head back to the prisoner's cage. Use the key to set him free, and you'll earn your first protégé!