Thumb Sucking

Hello. I have an almost 4 month old and I am worried about his habit. He sucks his thumb or whole hand. I have been told that it is a very bad habit that needs to be broken. He doesn't take a pacifier at all, so that is out of the question. What can I do to prevent this habit or is it considered okay? Sometimes I wrap his hands in his favorite blanket and he eats his hand that way, but then I worry about particles of clothing getting in his mouth and other things. Any advice is greatly appreciated!