I agree with Dr Ethan that it is important to stop picking at your acne. The more you pick, the more the skin will be irritated and the marks will be left behind.
Many of the products that help to get rid of comedones like salicylic acid and tretinoin cream and glycolic acid can be potentially irritating for the skin and can aggravate the skin especially if it is already red and irritated.
The first step to getting better is therefore to stop picking to minimize skin irritation. You should consider seeing you dermatologist/doctor to assess the current condition of the skin to determine the need for treatment to calm the skin or for additional treatments to clear you comedones and marks.