There are a lot of different techniques out there to learn and master - most are based on using the pick. Well - there is a highly useful technique played without the pick, called fingerpicking.
If you want to be a versatile guitarist you'll have to master this one. It will help you to create very cool songs, playing both melody and rythm guitar and you won't be limited to playing only one string at the time. So get familiar with the world of fingerpicking right away!
--Pavel