Honestly? Don't worry about it right now. At his age the thumbsucking is a very important part of his self-soothing process. There is nothing wrong with his sucking his thumb, and he's still young enough that it won't cause any issue with his permanent teeth.
Two of my three daughters sucked their thumbs. My eldest was 4 the first time she quit. We just talked to her in the weeks leading up to her 4th birthday, saying that 4 year olds are big kids and don't need to suck their thumbs. This was done in a very conversational manner -- not demanding or forceful which I think would have stressed her out. And on her 4th b-day she stopped! Unfortunately she started up again about 5-6 months later when her sister was born, but only when she went to bed/was sleeping. That took a little longer to stop, but in the end we just put tape on her thumb and that worked fine (I don't recommend this for a 2 1/2 year old because of possible choking hazard).
My second daughter stopped when she was about 5 or 6 -- kindergarten age. She, too, mostly did it at night at that point.
I just found that it was so much easier to get them to quit when they were involved in the decision vs. being forced to do something before they were ready.