I use Dunlop Tortex picks. They are durable and I like the smooth yet grippy feel of them. I've never had one errantly fly out of my hand like the tortis shell types.

As far as thickness goes, I've been using the yellow ones (.73 mm medium) for years. Recently I switched to the green ones (a step up in thickness at .88 mm). I'm even thinking of moving up another couple of steps in thickness to the purple ones (1.14 mm).

As a beginner, I perferred thinner picks. I think it was because they were more forgiving when strumming. As I moved more into lead playing and as my strumming technique improved, I started perferring stiffer picks. The stiffer picks give you a stronger attack.

Picks are cheap. I suggest you get a variety pack and try different ones out.