Hi edithb! Thanks for the kind words. Snojones beat me to it with some solid advice - thank you snojones!!
I'll add that there are some picks that indeed have grooves/indentations that can help with this a little. I switched to Dunlop Prime Grip picks that have ridges that help hold the pick in place a little better.
And just to echo snojones here, spend a bit of your practice time being intentional with your grip - maybe a few minutes of some easy strumming where all your attention is focussed on a relaxed but firm grip of the pick. It takes time to burn it in so you don' t have to think about it as much, so keep at it!
Let me know how it goes!
Mike
Keep rockin!
Mike Olekshy
GT Guitar Coach