What are Picks?
Guitar picks are small, shaped pieces of plastic you use to pluck your guitar strings rather than using your fingers, making it easier for many people to play especially for genres such as rock, metal and punk.
Picks come in many different shapes and sizes, such as the thickness ranging from extremely thin (0.48mm) to extremely thick (2mm+). Different shapes include Standard 351, Triangle/Shield and Jazz III.
The thickness of a pick can affect how you play and the right thickness for you depends on how you want to play, a thicker pick would be better for heavier, more pluck/chug focused music whereas a thinner pick would help for more chilled out, strumming style music.
Of course, the thickness and material of the pick can affect tone as well (especially on acoustic) such as lighter gauge picks creating a lighter, more trebly tone, whereas thicker gauge picks create a heavier, more even tone.
Why use a Pick at all?
The question could be asked why use a pick at all? Why not just use your fingers to pluck the strings?
The reasons vary but for most, it's just more comfortable to play especially for faster, more aggressive styles of music.