Babies have a natural sucking reflex which develops during the intra uterine life, persists during early infancy and facilitates breast feeding.
Interestingly thumb sucking behaviour is also found in chimpanzees and captive ring tailed lemurs. Thumb sucking is one of the most common habits of children but most of them stop thumb sucking on their own by the age of 2-4 years.
It has an incidence of about 25% in < 2 years and 15% under 5 years.
However if thumb sucking behaviour persists beyond a certain age as a sort of self comforting ritual, it becomes a matter of concern for the parents.