When I'm playing my acoustic guitar, it's always ridiculously loud, so that I have to use my finger. When I want to play with my pick, is there any way to make the sound quieter
Hand control. Keep practicing. It can be done.
GC has it right. Learn the different forms of muting and also how to control the pick attack. Changing styles of picks will also give different sounds. If you use a thick heavy gauge pick, they can be really loud if played hard, but very soft if played soft. Thin picks tend to sound more bright when played soft, but allow for speed as well. Experiment.
change your pick, just for a start. Then, try to learn different muting techniques and experiment with your right hand strumming. Try to play lighter!
I slight palm mute when playing certain songs. Like Keith Urban's songs. Lightly rest your picking hand on the strings. Don't totally dead the strings, just slightly. Also, strum with your fingers and or thumb to create a quieter strumming sound (that is what Metallica did in the studio for the strum parts in Nothing Else Matters : I read this in an interview) also pick easy instead of attacking the strings. Play Nothing Else Matters or a song like Wish You Were Here by Pink Floyd to understand what I mean, or try Sweet Thing by Keith Urban.