A pick (aka plectrum) is generally used to get the brightest and best sound from a guitar. I strongly recommend getting used to holding a pick and playing guitar using a pick.
Should I use a pick or just use my Thumb/ fingers?
Some beginners are very reluctant to use a pick. However, ESPECIALLY in the early days, I really recommend persisting no matter how many times it spins around in your hand or how often you drop it. It is simply the easiest way to get the best sound from your guitar for most pop and rock styles. Once you have a solid foundation of chords and rhythm, you can always learn folk ‘finger style’ playing at a later date (just like I did!)
Which size pick should I choose?
First you want to be aware of Gauges (thickness of pick in Millimetres 'mm'): .38, .46, .60, .73, .88, 1.0, etc.
Here's a break down of the most common pick gauges and what they are best for;
0.43mm Thin (light gauge) - ideally for beginners that are new to strumming
0.73mm Medium - suitable for everything
1mm Thick (Heavy Gauge) - Some people find these better for single note lead playing, particularly on electric