If you have trouble keeping the thimbles on, try some of the tacky stuff made for holding posters on a wall. (It's sort of like silly putty.) A little goes a long way.
I like to change up the rhythm all the time, and use a variety of objects. Try various implements right out of your kitchen drawers. They can be fun & sound great! Some favs: wooden spoons, wire whisks, egg beaters, mesh strainers, old metal cookie cutters--experiment with all edges of the implememts.
I also have a set of finger picks for each hand which I got for my Autoharp. They are brass, and designed to be used to strum Autoharp in both directions, forward as well as backward. You just need to experiment to find what you like the best.
I suggest that you get a tape recorder & record yourself playing along with your fav cd's so you'll know how it sounds. It always sounds different when you're listening, than when you're playing.