Thumb-sucking is a very common childhood habit, thought to occur in about 80 per cent of babies and infants. Parents usually notice it within the first three months of their child's life but ultrasound scans have observed babies in the womb sucking their thumbs from 28 weeks gestation.
Sucking is one of a baby's natural reflexes and they use it as a way to calm themselves down when they are tired, hungry, bored or just in need of comfort. As it is relaxing, it may also help induce sleep.
Rosemarie Van Norman is a Certified Orofacial Myologist - an expert in thumb and finger sucking. She says, "Thumb-sucking actually makes the brain produce endorphins, which calm the body and give the child pleasure-almost like that feeling of satisfaction you get after eating a big meal. "There's an actual change in body chemistry that takes place when a child sucks his thumb."
http://www.babyworld.co.uk/informati...mb_sucking.asp