Why does my guitar pick fall out of my hands?

Work on cleaning up your picking technique. Occasionally dropping a pick will happen to the best of us, but if your technique is sound you shouldn't "always" be dropping them.

I suspect you are hitting the low E too close to the middle of the pick, rather than toward the tip like you should. It's simply a matter of making sure your arm stays at the same distance from the guitar all the way through your strum, instead of getting closer or father away as you follow through the motion.

Choosing a guitar pick should be a matter of personal preference, not because your technique is so faulty you're only capable of playing with certain kinds of picks. I use Dunlop Ultex Sharp .90 picks, and I don't have any of the issues you're having.

Clean up your picking and you won't drop them so often.

I would say you are holding the pick too close to the bottom and you are catching the strings which then pull it out of your hand. You should only have about 3 - 4 mm showing of the tip when playing. There are different ways to hold a pick depending on what you are playing. I would also think that a 60mm pick would be the best to use and too stiff a one can cause you to loose. In the mean time I would buy a pick holder and keep it close to your picking hand that way if you drop you just pull another one out. You can get one in any music shop and the only cost about a quid.

I buy mine from Musician's friend, and I buy the large, triangular shaped heavy picks. When I try to use the smaller picks, I have the same problem. You're not the only one, why do you think there are dozens of picks stuck to duct tape on the mic stands of most players? They loose them too. So they just grab another. I can't hang on to the little picks. Maybe you're just not gripping tight enough, but I doubt that's the real problem. You could also try roughening up the surfaces with some sandpaper to make them easier to hang onto, but getting the larger picks is probably the best long term solution.

go to your local guitar store and look for picks that are bumpy at the wide end, or have a rougher texture overall, Dunlop Tortex are a good example, they're larger than regular picks and have a unique equilateral triangular design, all for the purpose of better grip or just ask the clerk, music store can be very knowledgable good luck!

Use Gorilla Snot. It helps you keep a grip on the pick, because the warmer it gets between the fingers, the more it grips

They make picks mounted on finger rings so you can let go and it stays on your finger.