I haven't mastered the use of a thimble either. I always use a finger that the thimble isn't on to work the needle..LOL my fingers get confused as to what they're supposed to do when I wear one..if that makes any sense at all.
I have found that if I take some medical tape and put it on my fingers that need thimbles, I use them and it really helps. My fingertips aren't sore from being stuck with a needle all the time. You do have to be careful because depending on how thick you put the tape on, if you push the needle too hard, it will go through....ask me how I know that.....but for most jobs it works great. So, until I can find a thimble my fingers like, this will be my solution.