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How do you hold a pick?

I was wondering the same thing. I found it easier to palm mute with fingers extended and then read on JimmyMs thread that palm muting is asking for injury and Carol recommends that you don't anchor. Sounds like I have several different variations to try out.

I use the Carol method and don't really palm mute except when I really want to... If you haven't gotten there in the Carol thread yet (it's about 30 pages in), JimmyM addressed muting. Use the fretting hand to mute the higher pitched strings, and use the side of your thumb to mute the lower pitched strings.

It works like a charm for me. I'm just as quiet as when I play fingerstyle with a floating thumb technique.
 
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From what everyone has been saying, I appear to be holding the pick too tight and have my hand too tense.

Yeah, it takes some confidence and trial and error. I hold my .71mm Dunlop Gator Grip just loose enough that it doesn't fall out of my hand when I hit a string. It somehow helps keeps it in place. When I gripped it really hard, my two fingers pinching it seemed to create an axis for the pick to spin on and it would never stay put.

It also calmed the muscles my arm and reduced overall tension.
 
^^^ This is what Carol Kaye recommends, so I've been doing that since I started learning pick. Because of the heavy string gauges on a bass, one can't simply hold the pick as a guitarist would.

I can't stress this enough. I came from guitar so I knew how to hold a pick....for GUITAR. On bass, my experience meant nothing. You do not use the same exact technique on bass. At least if you want to be comfortable.

For example, playing at the bridge of a bass is a whole different story than on guitar. The position is different and it could hurt you.