A pick (aka plectrum) is used to get the brightest and best sound from a guitar, especially in Pop and Rock music.
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 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.
For beginners and acoustic guitarists, a thinner pick is best (between 0.38 and 0.60) This can help strumming sound more even and more natural. At the other extreme, a thicker pick (.73 or thicker) should be better for electric lead guitar as if the pick bends too much it can cause you to be out of sync with your fretting hand and even slow down your playing.
I really like Jim Dunlop Nylon standard picks. I'm not paid to say that, I've just always got on with them. Many other brands are available too.
Personally, I've never licked any plastic type picks, they break on me (a lot) or I've found I break string with them more. Many pro guitarists do use them and love them
Tortex Picks are cool, but again, my preference is for the standard Nylons.
You can make your own out of credit cards or other plastic things either by cutting or using a guitar pick maker. These will not play well and will not be built to last, but they are kinda fun and great for decoration or necklaces.
Remember, as with many aspects of guitar gear, these are just guidelines and personal preference should take precedence, try a load for yourself and see!