This is a big one and there can be a number of reasons.

By far the most common one is holding the pick too tightly.  Now I know what you’re going to say and the answer is no, the pick will not fall out of your hand if you lighten your grip.  In fact, the pick will slip less if it has some give to it.  Holding it tightly only creates more friction which makes the sound of the strings less pleasing to the ear and the pick more likely to slide from your grip.

Your pick is too heavy.  Pick thickness is very much a personal preference but if you are a beginner and just learning to strum, stick with a medium.  It’s a good all around pick and less likely to make your strumming sound like someone is taking a hammer to a mandolin.

You are keeping your wrist too tight.  Your wrist should have some break in it.  If it is too stiff you won’t strum through smoothly.  Remember, the pick should just glide across the strings, not rake each one individually.

Tips: 

Pretend there is a baby sleeping next door and you don’t want to wake her.  You’d be surprised how often this works.