There are many theories about a plectrums effect on tone and technique, but in the end it comes down to personal preference. The pick that feels right to me might get a big sneer from the next guitarist (sometimes has) and your fave might not fit my hand. Then again I’ve known several guitarists who’s favorite pick was a free one. They will play with any they can find on the floor or “borrow”.
Some of the usual materials are: nylon, tortex, delrin, and, my favorite, celluloid to name a few. You can get picks made out of metal, wood, leather, almost anything. I have a pick made from mammoth tusk, not so easy to come by these days. You can even get a pick shaped punch that lets you make a pick out of anything it will punch.
They come in a variety of shapes and thicknesses. Start in the middle; get a few standard size, medium thickness in several materials and go from there. Play for a while with each, several songs worth at least. First, is the size right? If you have small hands you might prefer a jazz style pick because they’re smaller. Large triangle picks might fit your larger hand and it gives you 3 points to play with as the pick wears.
Once you’ve settled on the material you like best, how’s the thickness? If the pick feels too stiff, get the next lighter; too flexible, move up to next thicker. It might take a little while, but eventually you’ll find the pick that’s best for you.
Don’t ever be afraid to try a new type of pick; there are thousands, but remember that there is no “best” pick, just the one that’s right for you.