Jackknife picksets offer horrible feedback: it's not particularly surprising that you couldn't feel the pins, if this was your first attempt at picking... and I would highly suggest that you try a more traditional pickset for starting out.
As for the "RPG-7", I'm assuming that's a Southord pickset... but the only references that I could quickly find through Google were to rocket propelled grenades.

Assuming it's composed of individual picks, rather than some sort of jackknife assembly, it will serve you much better for getting into the hobby.
Hope that helps!