Once we have determined a shape, we need to decide on the gauge. The gauge simply refers to the thickness of the pick. The general consensus is that a thinner plectrum is better for rhythm playing or strumming. In contrast, a thicker plectrum is better suited to more detailed picking or even bass playing.
That said, there are no rules, the gauge of plectrum you use really comes down to personal preference - simply pick the one that feels the most comfortable to you.