I think we missed the same.I did the same thing with the mission arrows. I still have one safe in the beginning that I wasn't able to get back and open because I didn't have enough lockpicks. They usually only have money in them, though.
I saw Jay's complaints about the ease. I didn't even realize there's a thing called 1999 mode, which is apparently Bioshock Infinite played as if it's System Shock 2, with a steep difficulty curve, specializations, and permanence in how you play. Sounds a little rough for me, but anyone wanting a more hardcore experience should look into how to unlock that difficulty selection.
From an article on it:
To the more hardcore among us, Levine thinks the new mode will be a welcome return, demanding and challenging. "This mode is not going to feel like BioShock", he warned. There will be rage quits. Controllers will be thrown, even among the hardcore.