I've tried a few different thimbles, and like some, when it's on my finger I can't seem to get that finger to work so I use a different finger.
I CAN tell you though that I was successful at finding a thimble that fits really well. I have very small hands. I purchased a size X-small leather thimble and it was too small so I soaked it in water and then wore it until it dried. Once dried, it was the size and shape of my finger.
I just wish I could actually use the darned thing.