I say whatever makes em happy! Jesse has always loved his dummies but every now and then would stick his thumb in his mouth. MIL always pulled it out and told him not to suck his thumb until one day she did it in front of me and i said no leave him.. if sucking his thumb makes him happy in the middle of the night and saves me getting up every 5 seconds to put his dummy back in, its works for me. I think whether you pull their thumb out of their mouth or not, theyre gonna suck it.. and you cant be there 24/7 pulling it out. That was when he was younger and he doesnt do it any more. If he was 3 or 4 and sucking it then yeh i might try and nip it in the butt but i say do what makes them happy.