Mine sucks her thumb to sleep. We've tried pacifiers but she spits them out. I prefer her using her thumb rather than a pacifier as I believe it'll affect the development of her teeth. I don't see a need to stop it right now (6m), but I do pop out her finger or replace it with my boob when she's asleep. If she continues when she's grown up, I would talk to her and get her to stop, though I do think a lot of children just stop sucking their thumbs on their own, just like that. Suckling is an instinctive need for infants.
Personally i feel either way is fine but need to educate the kids when to stop. Although easier to say then done but some kids will stop automatically by themselves. Kids nowadays are very snart. Educate them in the right way and they will pick up real soon. You must b firm to let them follow your instructions.
usually it's ok. just take it out when they are asleep. Anyway they will automatically kick the habit when they start crawling and walking. their hands will be used to do other things. but once in awhile the thumb still will find its way into the mouth Haha..