I agree with Sarah. He is self soothing and thats normal and acceptable. I know you worry about teeth and such, but my daughter sucked her two middle fingers until she was almost 4 without problems to her teeth or fingers. It WAS a little longer than I wanted her to, but it was her comfort. As she got older to understand, we talked about rules with sucking. Nap time, bed time, in your room. Eventually, she gave it up.
Are you breastfeeding? If so, you can offer your breast everytime he sucks his thumb. This will not only soothe him, but stimulate you to make more milk. If you are artificially feeding, I dont recommend giving him a bottle instead becuase it could cause him to over eat. Babies can suckle at the breats without actually eating, they just "comfort nurse."
I also do NOT recommend putting vinegar or anything nasty on his fingers. Babies should hot have ANYTHING but breastmilk the first 6 months and even though it would be a small amount, you could greatly damage his digestive tract. Vinegar is harsh on an adult's GI, imagine what it would do to a tiny baby!
Ultimately it is your choice, but letting him enjoy his comfort is ok too! Good Luck!