It took me a while to get used to the thimble. Now I am so used to it, I find myself driving with it on, going to bed, getting in the shower... I tried almost every thimble under the sun and did not like any of the metal or plastic ones. I really like the leather Clover thimbles.
You might try dabbing a layer or two of super glue on that spot on your finger. It will protect your finger and won't drive you crazy - at least until you're done quilting, lol.