I use 2.0-2.2 thickness agate picks. They don't bend, and don't break. They strike the string EXACTLY when I hit it. At faster speeds, this is extremely important!

A thin pick will break often, and will off-set your timing. It's also harder to pluck the strings because you have to make wider motions, since the pick will bend when it touches the string. Means you need to push it farther to get it past the string.

However, if you never plan on playing fast, then it doesn't matter. They make different sounds. Heavier is very full sound, while light is very sharp sound.

If you plan on playing fast but can't yet, play with a heavy pick. It will save you a lot of frustration transitioning...