The 30-meter dive is a mistranslation; it should be a dive from at least 30 meters high. There are boats near the arsenal, climb the mast and dive (space + right mouse button to jump out, press spacebar again while in the air and it will turn into a dive move).
Anti-pickpocketing is a combat trick. Hold down the right mouse button for defense during the battle, and the moment the enemy attacks you, tap the keyboard E button (right mouse button does not release). ezio will cut the enemy wallet, and then get money, consumables, materials and other things.