If you've updated your copy of Skyrim to the latest version 1.9 on the Xbox 360 or the PlayStation 3, you may wish to make a backup of your save game files before playing the game. A number of users have reported problems with the new Legendary skills feature on the game's official forums and on reddit's Skyrim community.
According to the reports, Legendary skills are not earning experience properly.
One user, NintendoTim, writes that after he reset his Lockpicking skill using the Legendary state, he was only able to earn experience after locks break and not when he successfully picks a lock.
"I may have been minuscule with novice and adept locks, but when you unlock master or expert locks, you'd think there would be a large jump, but that's not the case," he wrote.
Likewise, he has noticed the same issues with other skills he's set to Legendary, including One Handed and Destruction, neither of which are leveling up during attacks or kills.
The problem isn't unique to the Xbox 360 version of the game and also affects the PlayStation 3 version. Tipsuu writes:
"I play on PS3, but I also think something isn't right with the legendary skills. I reset my lockpicking and went to Thieves Guild to level it but it seemed slower than I thought it would be. I loaded a save from before I reset the skill and I plan on counting how many broken lockpicks and opened locks it takes for a legendary skill to level up and for a new character to level up."
Until Bethesda solves the problem, it'll be a good idea to keep your existing saves aside and start a new game to avoid the problem.