When you don't NEED to suck your thumb any more, you will stop wanting to.
I was 21 when that happened, and have never felt the urge again since. Until then, just accept that it's helping you cope with life, and relax about it- there are MUCH worse vices, and it's doing no one any harm, and is free!
I don't drink, do drugs or much else, so when I am tired I sometimes find the thumb going in. Does it really matter?
I have seen my father do the same thing!
If you want to stop sucking but can't, try pinpointing the emotion you feel when you need to suck (anxiety, sadness, anger, whatever). In your mind, go back in time to the first time in your childhood when you felt that emotion, and mentally pick up that child in your arms and comfort her. You can parent yourself out of the need to suck your thumb. Don't be afraid to face the emotions. You can do it!
I have to admit that I'm one of those people who hates seeing adults sucking their thumb. It grates on me the same way as women who insist on putting on a little girl voice do - makes me want to scream "grow up for gods sake!"
Just my opinion though, as you say - you're not harming anyone, I just find it irritating.