Well, all I can tell you is what I've learned over the past 22 years I've been playing guitar..when you pick a string, something has to give a little - the string or the pick. Since the string is going to be vibrating anyway, it makes sense to me that its the string thats going to give. So I use a 3mm pick with 9 gauge strings. The pick is so thick that the entire perimiter of the pick is rounded to an edge (Plus the shape of it comes to a point like a small teardrop). When I hear anybody play with a really thin pick I can hear the "clack" from the pick coming through the amp.
They also seem to break more often....Thats just what I've experienced.
I tell all my students to start out with a pick around 1mm and experiment to find something they like and are comfy with. None have ever settled on a pick less than .96mm. And these arent new players, I've had some of my students close to 7 yrs now.