Just curious about my son's thumb sucking.?

This may be a little early to ask but...my 5 month old son sucks his thumb constantly. I have tried substituting with pacifiers, a bottle, tethers, animal head blankets, soft toys. Nothing seems to help. He is cooing and ahhing perfectly fine. Like it's not effecting him or anything. But I was wondering if it will in the long run? Should I be concern