Baby sucking thumb!

Hi I'm a FTM. And my baby is 3 months old. He always sucks his thumb when he wants to sleep or hungry. He never wakes up even if he's hungry if he sucks his thumb or goes to sleep if I stop him. So I want him to stop this habit. I even tried putting the mittens. But still he sucks through it lol. I'm not sure why he's so desperate to suck his thumb. Any ideas how I should stop him from doing it?