If you are going to use a pick, one of the first things you are going to need to learn is how to hold the pick. Although it seems like a simple thing at first there is a right way and many wrong ways to hold a pick. It will not likely come naturally and most likely you will revert to simply using your thumb at some point or another. But if you stick to it, holding and using a pick will become second nature after a while.
Instead of trying to describe how to hold the pick, I will point you at another one of my early resources for online lessons. The following is a youtube video of Jen on Mahalo.com. Mahalo has videos for everything including guitar lessons. You should definitely check out their other lessons if you get a chance.