When the icon is locked means that you cannot use it until you achieve certain requirement or buy it in a shop. You can see this when you click on an item, a lock symbol will appear near its picture. For equipment, it means that they do not drop from any monster (yet) and need to be unlocked by completing certain quests.  For skill books, they are either locked due to insufficient level or require payment (gems). Gems can be obtained by killing monsters with yellow names i.e high leveled ones since they have a chance to drop gems upon defeat.