The first thing to do is to check the club finders at
www.idpa.com
www.uspsa.org
and see what is being done in your area.
You do NOT have to have a holster with thumb break. But if your holster has one, you must use it.
USPSA shooters have skeletonized holsters with retainers that are unlocked before the start signal.
IDPA shooters mostly use open topped Kydex like Blade Tech.