Every guitar player should have some quality picks on hand at all times. Even if you play primarily with your fingers and / or fingernails it is a good idea to keep some picks nearby.
There are two primary categories of guitar picks. There are thumb and fingerpicks, and there are flat picks. A thumb pick fits on your thumb with a point protruding at a right angle from your thumb. Finger picks are worn on your fingers and offer a surface that extends beyond the end of your finger. You can buy finger picks that are made of metal, or plastic. Finger picks are available in different sizes (for different size fingers), thickness, and flexibility.
Flat picks are the most common guitar picks, especially among beginners. These are the type of picks that you can strum with, or pluck a string. Flat picks are available in many different shapes, sizes, colors, flexibility, material, and other features. The most "typical" shape for a flat pick is a rounded isosceles triangle where the two legs are longer than the third leg. The best way to buy guitar picks is to try many of them, in different shapes and sizes, and decide what characteristics you like best.
Flat picks are available in shapes that range from soft isosceles triangles to sharp equilateral triangles to teardrop shape to circular and any other configuration you can imagine. Playing with a thin, flexible pick (often called "light") is a very different experience from playing with a thick, stiff (often called "heavy") pick. Thin picks allow you to hit the strings as hard as you like. Heavy picks allow you to really "dig in" to the strings. One disadvantage of light picks is that if you are playing very fast, the amount of time that it takes for the pick to spring back to its normal shape can be annoying.
Some flat picks have special characteristics that are meant to help you keep your grip on the pick. Some have grooves cut on the flat sides to make the surface a bit less likely to slip in your fingers. Some have a small amount of cork glued to the side of the pick for that same purpose. Still others have a hole drilled into the side to give a place to grip.
Some picks are made for special purposes. For example, some picks are made from metal to lead to a metallic sound. Don't let anyone fool you. Different picks can sound different. Try them out yourself. Decide for yourself what guitar picks to buy. Try using a coin and see what that sounds like. It is not likely that you will want to use a coin, but it is interesting to try once.
Resist the urge to try to make your own picks. Some people cut them out of plastic milk jugs and some cut them from Clorox bottles. I have never found picks that were made that way to be very satisfactory.
When you find a pick that you like, buy several of them. You never know for sure when you will be able to find them again so it is good to stock up when you can. On the other hand, sometimes your preferences for picks change as you change styles, or improve your playing. So â don't go overboard when you buy guitar picks.
In summary, be sure to try out a lot of different guitar picks. Try a thin pick, like a Fender thin or a Wabash thin, and try something a bit heavier, perhaps a D'Andrea .96mm pick. Or, get an assortment like Pearloid Guitar Picks - 60 Assorted (.46MM - 1.2MM)