Well, first of all, you'll want to start with basic chords, dude. A, B, C, D, E, F, G... then later on after learning the first 7, learn some minor chords like Am, Bm, Cm, Dm, Em, Fm, and Gm, once you learn these chords and you start the foundation of basic tune writing. For changing chords, start off simple changing from E chord to G chord, play the E chord then at your own pace move to the G, after getting a hang on it increase the speed of the change until you have it to a good speed. For a while, your fingers will hurt after playing a while, this is natural, don't worry after a month your fingers will callus. I don't know the difference between finger and pick, but either way is fine, depends on you, and what music you want to play.