Watch the Picking online guitar lesson by Jeff McErlain from Blues Survival Guide: Rhythm Edition
We have basically 3 ways to sound a note with the right hand. We can use the pick, fingers or both. The latter is often called hybrid picking and is a staple of country guitar players and something to consider investigating if you haven't already. All of these techniques are essential to some great blues rhythm and soloing. The pick will be the brightest sounding and allow you to play aggressively, but on a slow blues I would almost always use my fingers at first. The dynamic range these options give you is huge, we can get the warmth of the fingers (think Wes Montgomery) to the klang of a pick. Another added benefit of being able to separate noted as a piano player would, for example I could play bass notes with my thumb and the rest of the chord with my 1st, 2nd, and 3rd fingers. Some great players who don't use a pick are, Jeff Beck, Derek Trucks, Mark Knophler, and Muddy Waters.