There are obviously some physical consequences of prolonged thumb-sucking, primarily its effects on the alignment of the palate (roof of the mouth) and the teeth. At this point, don't obssess about that because the damage has already been done. Consult with an orthodontist if you think any treatment is needed.
As you stated, thumb-sucking does provide comfort to children, and in order for them to stop, they usually need to figure out some other way of comforting themselves at stressful times. If it seems as though your daughter is very stressed, and she is spending large amounts of time sucking her thumb, then counseling with a therapist may be useful -- if some of the anxiety can be limited, the thumb-sucking may then decrease.
Once your daughter expresses an interest in trying to stop this habit, be sure to encourage her every step of the way. Relaxation therapy can be useful, and some families have used hypnosis with good results. Dentists can make an appliance that is fitted into the mouth that makes it virtually impossible to suck the thumb. If your daughter feels she can handle this and you can afford it, it usually works quite well. Some of the simple remedies (bitter tasting solutions to paint on, covering the hand with a sock, etc.) that are used for young children who thumb-suck tend not to be as effective in this older age group, but still may be worth a try.