Guitar Picks/plectrums come in all different shapes and a wide variety of thicknesses and choosing yours is really down to personal preference but the choice can be somewhat determined by the style of music you wish to play.
At present they are made most commonly of plastic, but can be made of metal, wood or even bone. At one time tortoise shell was the favoured material but not surprisingly this is now outlawed.

If your playing classical guitar you will probably mostly be using your fingers to pick, but plectrums are widely used in electric and acoustic guitar playing.
Rhythm guitar players often use thinner picks which produce a brighter tone whilst lead guitar players and jazz guitar players use thicker picks which produce a heavier tone.

The great thing for beginners is that you do not need to worry about choosing which one to use. Picks are really cheap to buy so you can get a whole range of different picks and see which you like best.

Pick some up now