Carla, I use my middle finger when I hand quilt. After trying a few different thimbles, I settled on a Roxanne. Yes, it's pricey, but it will last forever. However, every quilter is different. Some are more comfortable using their index finger, some are happier quilting with their thumb. There is no right or wrong way to hand quilt.
There is an excellent blog called "Celebrate Hand Quilting," moderated by Caron Mosey. There is also a group of hand quilters on Facebook who are very helpful. The link to the blog is
http://celebratehandquilting.blogspot.com/. I think you'll find these very helpful. There's also an online class on hand quilting at Craftsy, by Andi Perejda, that's very good.
Janet