Most babies will reflexively suck on any object placed in its mouth.  Babies sometimes start sucking on their thumb or other finger.  Some babies can even be seen sucking their thumbs on ultrasound before birth.  

The thumb sucking habit can be detrimental for the growth of your child’s mouth if not deterred at a reasonable age.  Most children stop sucking their thumbs on their own between 2 and 4 years of age. No harm is done to their teeth or jaws if the habit is stopped before permanent teeth start to come in.  Problems do arise if the habit continues beyond 5 to 6 years of age when the permanent teeth start to erupt.  A persistent habit can cause long lasting problems with the teeth and jaw bones.  The upper jaw bone can grow more narrow and more forward relative to the lower jaw bone.  A thumb habit also prevents the front teeth from coming together with an “open bite” resulting.

Positive reinforcement techniques work very well at this early age to stop a thumb sucking habit.  Parents can construct a calendar and have the child place a gold star on the days they do not suck their thumb.  If the child is able to go 10 whole days without sucking their thumb, then a nice prize is warranted.  A clean sock can be placed over the hand.  The sock is there to remind the child not to let the thumb come out.  The sock can also provide comfort as the child can softly rub their cheek with it.  Some children find it fun to use fabric markers and make the sock look like a puppet.  

I do not recommend putting hot sauce or other chemicals on the thumb to stop the habit.  This can sometimes be physically harmful.  

If the habit still persists see your dentist.  Sometimes just talking with an authority figure will stop the problem.  Different appliances can also be made and placed in the mouth to stop a more persistent habit.