Guess you have a not-too-loud mandolin. It happens. I wouldn't go higher than medium gauge strings, picking is not supposed to be a blood sport.

Mandolins don't have to be louder than guitars because they play in a different range. If you have something to say with it, it can be heard over four guitars!

One thing to realize though is it'll project more if you play it like a mandolin (rhythm chop) than if you strum it like a guitar. And an F style is louder than an A, usually.

Rereading your message, it sounds like you are trying to pick it up and jam right away. Practice, my friend, practice. Also, if it has been silent for a long time, the top needs some breaking in again, or has not been broken in yet if it's pretty new and has never been played a lot. (like daily for a couple of years)

Just a few things to try...

W-O