Thumb sucking is a habit that occurs in infants. Children usually give up thumb sucking by the age of four. If the child continues past the age when their permanent teeth start to erupt, they may develop crooked teeth and the roof of their mouth may become malformed. Additionally, thumb sucking can affect the position of the lower and upper jaw, and in severe cases can affect speech.

Wait till the time is right: your child should be relaxed
Motivate your child: show examples of what could happen to their teeth and fingers/thumbs.
Use a reward system: small incentives will encourage your child to stick with it.