This is the 11th exercise from the Core Skills section on Picking.
In this exercise we will begin picking across strings. We start by picking each note from an E major Chord. Place your fretboard fingers as you see in the ActionTab. Make sure you have enough pressure on the notes or they won't sound properly, also be careful not to accidentally touch the open strings, for the same reason.
Here we will just pick out each note of the E major chord with a downstroke. Follow the ActionTab and try and keep in time with it. Notice that the pickstroke symbols will appear next to strings as they are struck, yet the notes on the fretboard (open and fretted notes) remain visible.
This is because they are still sounding out - we are picking across the chord note-by-note and allowing the notes to stack up together. By the time you pick the last string, all the other strings should still be audible.
In other words, keep your fingers holding the notes throughout the exercise. You may get sore fingers but with practice your fingers will toughen up and holding notes for a long time will become easier.
If you are getting dead notes or some fretbuzz you will need to make sure that your fretboard hand is properly holding the chord notes and that your fingers there are not restricting adjacent strings from vibrating properly.
By the way, the notes you are playing are in this order -
E - B - E - G# - B - E
(You can click on each note to see the ActionTab jump to each note).
Any chord is made of 3 or more notes. The E major chord is made of these particular 3 notes: E, G#, B. Notice that the notes we are picking here are any combination of only these 3 notes. We may be picking across 6 strings, but the notes will still be an E, G# or B. If you strum the chord (play all 6 strings together), you should get a nice fuller sound than you would by only strumming 3 strings.