Like so many things, this is entirely up to you and how you play! So here are some things to consider when making your decision.
When recording it can provide a sound that is picked up better by the recording system.
For those with tender fingers or thin nails, due to arthritis or being young, it can be uncomfortable to play with the fingers. And it doesn’t have to be a pick, you can even use pretty much any stiff item, a piece of soft plastic, cardboard or an flat silicone eraser. One time we put a bunch of zip ties to use with a group of kids! I have one of those pick punches that can be used to punch picks out of old credit cards or gift cards. When I go to a class of beginners, I’ll have a bag full of small picks punched out of soft plastic like milk or juice jugs. Very quick to do and provides a large quantity for the cost of a few minutes of time.
Picks can damage the instrument. You only have to take a look at Willie Nelson’s guitar to see that! They will also increase the wear on the strings requiring them to be changed more often. That is one reason that ukulele picks are made of felt or softer plastic then the ones made for use on steel strings.
One trick a friend showed me was to punch a small hole in the pick. Use that to fasten it to one of the springy wrist key holders. It keeps the pick handy and you won’t drop it!
I personally don’t use a pick, I tend to strum with my nails and pick with the pads of my fingers. Down strums with the nail of my index finger, up strums with the nail of my thumb. It gives me the most volume and I like the way it sounds.
My Bottom Line:
You’re the one playing it, you get to decide!