I make my own thimbles by using animal wrap. You get it at a farm store for about $2.50. It is about 3" wide. You cut in about an inch from the edge and make it 3 1/2" long. (Adjust to your finger size) Then cut off the next half inch and fold it three times and place it over the end of your finger. Now, wrap the 3" piece around it, pulling it gently so it stays in place while forming it to your finger.
I make sure it goes around my finger about 3 times. Now you are ready to sew. It is wonderful. You can either make a new one each time you need a thimble or you can slide your thimble into it after you have taken it off. This helps keep it the right size and won't allow it to shrink.
Happy sewing!!
Wall Warmer