Those numbers tell you how thick the pick is.The higher the number,the heavier(thicker)it is.The smaller the number,the thinner it is.When I started playing guitar I used thin picks because it was easier to shred and run across the strings.Then I went to medium as I got better and I was also sick of breaking/wearing out the thin picks(they dont last).Now I use the heavy(thickest)picks for better control.

Theres also different shapes and materials picks are made out of.I use the big triangle picks Clayton makes.You can even find picks made of different metals,woods and rocks.All of which effect the sound in a different way.

Sit down in a music store and try as many as possible.Once you find one that feels good and comfortable stick with it until you "grow out of it" or have different needs.I cant say ive ever seen a person evolve and advance on the guitar without seeing a different pick in there hands.

Later!

p.s the "technical" name for a pick is a plectrum.You'll get confused looks if you say that though...