In the beginning I had this problem. It does go away eventually as you learn to pick the strings evenly with less pressure, (do watch Christopher's video). I also tried many different picks and I suggest that you also do so. There are two brands that I like. One is the Guitar Moose Stickygrip. Look up their website. These picks have a sticky surface where you grip it and it's comfortable. It also sticks to your guitar when not in use. I used these when I first started out. I have always come back time and time again to the graphtech TUSQ. It's slightly smaller than an average pick, but I like how it sounds and it doesn't move around in my fingers. Hope this helps.