In an early episode of Hikaru no Go Akira Toya comments that Hikaru must be a beginner because he's holding his stones incorrectly. In the show, it is shown that real Go players use a grip that only uses their index and ring fingers. Is this true in the real world? And if so, what exactly is the advantage of this grip? It seems to me that not using your thumb would be more likely to lead to dropping a stone accidentally, so I'm having trouble seeing why it would be used.
It is the proper way, and is used by most (if not all?) very strong go players (and many beginners as well!).
It allows you to easily place a stone in the middle of many others without touching them, and same to pick one up (when stones are captured you need to remove them from the goban (the playing board)).
In addition to this practical effect, pros and strong amateurs have a very gracious way to handle stones using this finger placement. You can see examples by seeing professional players on the net. I recommend Japanese players, as the whole ceremonial is quite precise, but also in the anime Hikaru No Go (especially Saï).