Hi A.,
You are not alone. There are several of us parents that do the family bed. Does she sleep alone at other people's houses? Are you ready to stop the co-sleeping or feeling social pressure? I ask because that will make a difference in how commited you are to the task. It can be a hard process. Being a single parent makes it harder because there is not another person to back you up.
We did the Super Nanny way when we were ready. Our daughter was 3 and we had another baby on the way. It was hard because she had slept with us since birth. Do your usual bedtime routine, put her in her bed, sit on the floor next to her bed and look down. Do not speak to her. When she gets up, put her back in bed and tell her it's bedtime. Next time she gets up, put her back in bed and say nothing. Calm without frustration. Keep putting her in bed as many times as it takes. After a few days sit farther away from her bed and do the same routine. Tuck in, first off one word, next offs no words. After a few days sit farther from the bed. Eventually you are by the door and she knows the routine. **Do not look at her when on the floor, do not laugh, do not talk to her when you are on the floor**.
As for sucking her thumb, is it all the time or just when tired or nervous? If thumb sucking is frequent she may have something bothering her.
Talk with her. Play up the big girl thing. Her room is filled with all her special things. It's okay to be nervous, what are some other things we can do besides suck our thumb. Chew gum? A secret security item in a pocket? A special necklace she can rub when nervous?
Hope you find the answer you are looking for.