Like most guitar players we're opinionated about our gear. So much so that we even started designing our own cables, gear bags, and guitar straps. So it's not surprising that we have an opinion about the guitar pick you should use. It's the blue Dunlop (aka Dunlop Tortex Standard in 1.0mm).
This pick doesn't have a fancy shape. There are no "innovative" grips or materials. It's simply the right size in the perfect thickness. It's slightly heavier than what most would consider a "medium" pick, but it's not too heavy. New ones come covered in a light powder that helps you grip it when your hands are sweaty.
If this pick feels too thick for you, I'd recommend sticking with it for a few weeks until you get comfortable. It's probably a signal that you need to practice and control your pick a little better.
The blue Dunlop is like a regulation baseball. No need to tweak it or try and improve it. Just use the tried-and-true. Once you switch to a blue Dunlop you'll never want to use anything else.