I have noticed at night when Peanut goes to sleep he is sticking his thumb in his mouth. He is a little older than 9 months now. He wouldn't take a pacifier, so it's a little weird to see him sucking his thumb to sooth himself to sleep :).
My daughter was about four months old when she found her thumb. I was so relieved. She was colicky and could not be soothed. She only slept with me bouncing her in her bouncy seat for four months. After she sucked her thumb she could put herself to sleep, sleep through the night and self sooth.