i seldom use a thimble- thimbles are one of those things- some people love them--others not so much...it's a personal thing finding the right one for you & then learning to use it in the best way.
as for the frame---if you baste your sandwich well you do not have to use a frame or a hoop- many of us simply hold the quilt on our laps with no hoop/frame.
it sounds as if you are using a pvc embroidery hoop - or one of the floor stand pvc frames? if it is too cumbersome- try a smaller one---the lap ones come in sizes from 6" square up to about 24"x18"...and wooden quilting hoops are about 14" round...but it is fine to try it without any. just try different things (maybe friends, local guild will have members who have different ones you could borrow & try) it all takes practice & getting used to what you are using.