Why do I like to pick my gums and how do I stop?

Habit. It is a habit no different than cracking you knuckles. Assuming you have healthy teeth and gums there is little to worry about.
Picking your gums . Because you are packing food between your teeth or just as a habit ? In either event, using soft-picks by gum (sunstar) can actually be beneficial in the revival of trapped good and stimulation of the gums to toughen them up. But like everything in life - moderation is the key. Hope this helps.