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Babies use sucking to calm and settle themselves. Thumb-sucking starts before birth (there are pictures taken of babies sucking their thumbs in utero) and can be a very helpful way for babies to cope with tension. There are many advantages to allowing children to suck their thumbs rather than a dummy: Thumbs are always there, don't fall on the floor, aren't tied to children's clothing by potentially dangerous strings that can get caught on things, and are under the baby's own control.
Children usually give up thumb-sucking when they develop other ways to calm down and comfort themselves, usually by ages 4-5, although many children suck their thumbs at night or occasionally, when stresses become too much, for many years beyond that.
Some experts feel that the use of a dummy or pacifier can confuse a breastfeeding baby so that he does not latch onto the breast properly. However, some babies seem happy to switch between breast and dummy, and if your baby does cry a great deal and wants to suck, a dummy can give you a necessary rest.
It's also unlikely that your child will continue sucking her dummy well into the childhood years when it might threaten proper dental development. During the years your child is likely to be using a dummy, she only has her baby teeth; permanent teeth generally don't appear until around 6 years old.
Its not a good idea attempt to "break her" of the habit until she's ready to give it up on her own. You're unlikely to be successful, and it will only lead to unnecessary struggles and frustration for both of you. If you decide to restrict her access to a dummy, help her find her thumb, or offer her a blanket or a soft toy to comfort herself instead.
Read more on weaning your baby off her dummy