This is because pickaxes are used to mine tougher items, especially stone. This is a simple guide on how to make a pickaxe. Left-click and hold on a tree to break it into wood. Repeat this for several tree trunks. Press E to open your inventory. Look for a 2 x 2 crafting grid next to the image of your character. This grid has an arrow to its right leading to a results box.
Drag at least three blocks of wood into a single slot of your 2 x 2 grid. Planks should appear in the results. Drag these planks to your inventory. Drag four planks into your crafting area, completely filling up the grid.