A common escape room rule is “don’t damage anything.”
If you’re having trouble opening a lockbox in the room, it can be tempting to try to break it open. Generally, if it’s not opening easily, then it’s not meant to be opened. However, if you want to be sure, you can always ask the game-master “is this supposed to open” during the game (instead of breaking it). Breaking things can make it harder (or even impossible) for future players to enjoy the room. It also will keep you from being able to solve the puzzle, and it may result in your game being brought to an early end!
Tip: The key here is to stay calm and focus on discovering the clues. There are no impossible to escape rooms, and they are designed to be solved by people from all walks of life. Keep an eye out for patterns, numbers, or letters in your surroundings. Also, make a note of anything in the room that seems out of place, like a modern calculator in a Victorian haunted house setting. Even the music can be a clue; a series of beeps might be a Morse code message! Find the clues, and you will beat the game!