Fidgeting in general is not a bad thing, but, it can accompany other symptoms more serious, and sometimes can be destructive.
There are fidget tools on market. I just learned of this recently. At my daughter’s request, I purchased what is called a fidget cube online a few days ago. It was only a dollar, and she is hopeful it will keep her from being disruptive in class.
They are easy to find on ebay. I don’t know where else they are sold, but I hear they are common.
It is not something to solve your immediate issue, maybe, but if picking is an ongoing thing for you, it might help.
You have lots of good advise above. You could be allergic to latex, that is common. It could also be an allergy to the adhesive in which case you would want to go with the stretchy wrap bandage suggestion.