If you've ever been to the Guitar Center or shopped online for guitar picks you've likely experienced a healthy dose of overwhelm in the face of seemingly unending options! Picks come in numerous sizes, shapes, thicknesses, textures and are made out of many different materials.
Picking is like any other physical motion involved in playing the guitar in that to optimize results it must be done with as much “economy of motion” as possible. (moving as little as possible to maximize efficiency) Achieving this on the guitar requires both economy of motion and making contact with the strings with the very tip of the pick. If, for example, you have a half inch of pick exposed out beyond your fingers and you strike the string a quarter of an inch beyond the tip, this will dramatically slow down your picking because you have to drag your pick that additional distance. The way this relates to my recommendation for beginners in choosing a pick is as follows: If you use a very small pick (teardrop pick) there can only be a tiny bit of pick exposed beyond your fingers which slashes your margin of error – this is the main reason I suggest beginners should use small picks.
It is possible, and many players do this, to have more pick exposed and still only make contact with the tip of the pick and be equally efficient as someone using a small pick.
Beyond that consideration, the main points to think about when choosing a pick are the comfort of the pick in your hands and the different tones that different picks make on different strings on different guitars. Not surprisingly, with that many variables, this process requires a lot of trial and error. I recommend you buy a large variety of different picks and compare them to each other on the same guitar.