There are lots of kinds of thimbles, and the main thing is to find one that feels comfortable and fits well so that you actually learn how to use it and then use it whenever you're stitching kilts. Many people wear a thimble on the ring finger. I wear mine on my middle finger. Neither is right or wrong - whatever works well for you is what you should do.

Personally, I'm not fond of metal thimbles. The one I liked best is a leather one that Dritz used to sell with an interior metal reinforcing (plain leather just wears through too fast). They no longer make it, but it's very simple to make one for yourself, and I've made many for myself and other people since Dritz discontinued them a decade ago. I like them because they are adjustable, they aren't slippery, and they don't make my fingernails ache. Here's a post I made several years ago on how to make this kind of thimble:

http://www.xmarksthescot.com/forum/f...thimble-18607/