E.R.
I sucked my thumb until I was 9. My mom tried everything to get me to stop. She finally told me I couldn't get my ears pierced until I stopped. I guess I wanted that more than sucking my thumb and stopped, but I was 9 remember. Kids will stop when they are ready but if you can't wait for that there are habit breaking appliances a pediatric dentist could have made for her. BTW I'm a dental assistant in a pediatric clinic and there really isn't too much damage to be done yet, I would be more concerned once her adult teeth start to come in. Good luck!