Babies need to suck, and sometimes feeding isn't enough to meet their sucking needs. Extra sucking on a finger, thumb, fist or pacifier can help baby calm down when she is upset. Finger sucking is natural. Some babies suck their thumbs even before they are born. Most children will stop thumb-sucking by themselves by the time they are 5 years old if no one draws too much attention to it.
Pacifiers can also calm babies.
While sucking on a pacifier, a baby is more content and prepared to learn about her new world. Don't overuse the pacifier. Try other ways to comfort her first, like holding, rocking or singing. Never tie a pacifier around baby's neck. The American Academy of Pediatrics offers guidelines on the issue of thumb sucking and the use of pacifiers for parents.