Ok so this might be a dumb question but anyhow.

Ive started playing guitar for about 2 years ago and ive always been self taught trough reading music theory and watching youtube.
The way im holding the pick is with my thumb and with my indexfinger + middle finger.
The reason why is cuz with 3 fingers i get a good steady grip and never lose the pick or drop it or something like that.

However it just occured to me that might be really stupid holding it like this because maybe it gets harder for me playing pinch harmonics and stuff.

Most videos im watching they are holding the pick with thumb + indexfinger.

Should i start practicing that way or should continue with on the way i started ? Whats the pro´s and con´s of it ?
it's up to you, really.

most people do use the thumb and index finger, i think (i know i do). i imagine most people would find that easier- i certainly do.

I think EVH does it the way you do, though, and it's not like he sucks.
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A big 'con' would be if you want to move into hybrid picking at some point.
I imagine palm muting would be a little harder your way but that's just a guess and, if Dave Mc is right, EVH's palm mutes sound good to me ;-)

The reason you give of getting 'a good steady grip' doesn't really hold water though as plenty of us do it the other way.
Well, the only real pro for continuing is, that you're used to play like this now and will save yourself some effort by sticking with it. But other than what SpiderM said, I don't see many con's either... I'd say: try to change but since it's not a big deal, don't waste too much time on it. Shouldn't be much of a problem to get used to the "normal" way though
hey man if you're used to playing that way keep at it . Just don't limit yourself by playing one way . learn multiple ways to hold the pick . Each way has there pros and cons . For instance holding the pick with 3 fingers gives you a tight steady grip , but doesn't free up your middle finger for "chicken picken". But holding the pick with just the index and thumb doesn't give you as good of a grip as holding with the index thumb and middle finger. Use both whenever you need them . There's no "normal way" to play . Look at Doyale Brahmhall II . That joker plays the guitar upside down . It's not " normal" but he's great at it .