Hey Neef68,
The thing is with thin picks you lose attack and timing when picking single strings because there the pick is bending to much and there will be a slight delay so for lead stuff like alternate picking - single string stuff you'll want to use a heavier gauge.
For rhythm and strumming a thinner pick can add some nice percussive flavor to your strumming. But again you risk the chance of losing timing and attack.
What most p_layer_s learn how to do is use a midway heavy pick and choke up to the tip when playing lead and single notes and back off when strumming.
If you have anymore questions hop on the teacher support chat and I will help you out
Rick