I had two thumb suckers and two pacifier babies. With either case, it is best to let them suck their thumb only on their bed. This will limit their desire to suck their thumb all teh time. It will be to your advantage to remove a lot of fun things from his room so you don't make it a desired place to be most of the time. When you see him sucking his thumb, just simply tell him that if he wants to suck his thumb, he has to go to his bed. If he wants to continue to play, he has to take it out. Say this in a matter of fact way, no "sweet talking" and then go back to whatever you were doing. If he refuses to quit thumbsucking, physically put him on his bed and tell him when he is finished, he can come out. Then walk out. Do this for as long as it takes. Be firm and don't plead with him, this is business. I did this with each of my children, pacifier or thumbsucker and when they were a year old. It didn't take long before they realized it was more fun to be off their bed. You can also use the yucky tasting stuff to put on his fingernail or use a band aid to cover up his favorite thumb. Persevere, you are training not just their behavior, but their character. Blessings.
A little about me: I am a 41 year old homeschooling SAHM of 4 children, 1 girl and 3 boys between the ages of 14 and 8. I have known my husband since we were in 6th grade together, 30 years ago, and will celebrate our 20th wedding anniversary this September.