The lockpicking thingy is a matter of armor: thieves (including multiclass fighter/thieves and cleric/thieves) can't use their thieving skills while wearing armor other than leather or studded leather, so it sounds to me like your fighter/thief is wearing chainmail or better. If you take off his armor you should see the icon light up.
For the mage, it sounds like you're trying to cast Identify like you would cast any other spell, through the spellcasting icon and then selecting the question mark-icon. This is the only spell that doesn't work this way. Instead, go into the mage's inventory, right-click on the item you want him to identify so you'll get the item description window, and there should be a button saying 'identify' somewhere. Select this and choose between 'spell' to cast from memory (if you have the spell memorized) or 'scroll' to use a scroll (if you have one of those). Good luck and have fun with the game.
Oh, and welcome to Ironworks.
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