If I try and sleep without sucking my thumb, I clench and grind my teeth and wake up with head and jaw aches. Do I need a brace/retainer?

Yes. You need a jaw protector. Probably you should talk to your dentist or pharmacist for one. Very simple in design and you put it in at night and your jaw can clench but no harm to teeth an should give you releif from muscle aches. If you can afford to see your dentist he will be able to custom fit the bite pad you get.
Evaluation. This is not a diy project. You need professional help. Is your clenching/grinding due to malocclusion, stress, emotional issues, jaw malrelationship, etc? Otc gadgets can do more harm than good. Occlusal orthotic may relieve symptoms but not fix what's wrong. Start w your dentist. He may rx you or refer you to orthodontist, oral surgeon, psychiatrist, neurologist, etc.
See a dentist. You've developed a TMJ problem that will worsen over time. Do not try to manage this with home or store bought remedies. They are unpredictable and can cause damage. A bite appliance that helps you position your jaw in a relaxed position can eliminate the grinding. You also may have sleep apnea.
Bite help. There are various dental appliances to correct this problem. You shoiudl not continue to treat it with your thumb.

Related Questions

Jaw aches after I wake up. Am I grinding my teeth in my sleep?

Possibly grinding or. You may be grinding or clenching your teeth. If you are grinding, it may be due to sleep apnea in an attempt to open your airway. This is a deadly condition that ought to be confirmed by your family physician. Read more...
Most likely. You can test this by placing your hands over the side of your face and feel the muscles that operate the jaw. When you open wide if the muscles are sore you were probably grinding or clenching your teeth. Read more...

I grind my teeth at sleep (hereditary) and my jaw clicks when I open my mouth. Can this cause neck and head aches?

Absolutely. Sounds like you've got TMJ issues. Seek the advice of a local dentist or oral surgeon who can evaluate your bite, habits, clicking, pain, missing teeth, etc and advise you on further treatment and if a bruxism guard will help you. Read more...
Yes. Yes. TMJ problem likely related to bruxism. Can get much worse. See TMJ expert. Any dentist can be a TMJ expert with the proper training and experience. Most commonly, oral surgeons, prosthodontists, and orofacial pain specialists. Ask your MD, your dentist and your dental society for referrals. Read more...
Possibly. You seem to be experiencing early signs and symptoms of TMJ disorder, and heavy clenching and grinding can certainly lead to muscle soreness as well as clicking and popping of jaw joints. Please consult with your dentist and see if a night guard can be beneficial to you. Also, please see this website from the National Institute of Health. http://www.nidcr.nih.gov/oralhealth/Topics/TMJ/TMJDisord. Read more...
Of course, TMJ. When the TMJ is out of alignment or compromised in other ways, it can affect many other areas of the head and neck. The common symptoms are jaw clicking noises, jaw pain, neck pain, earache and headaches. Read more...