Im18 and still suck my thumb, its embarassing. Cant sleep if I don't cause then I clench and grind my teeth, it hurts. Should I see a dentist about it?

Yes. Using a dental guard might be a safer substitute for your thumb. Many people clench or grind their teeth in their sleep or as a nervous habit. You might also try relaxation techniques or counseling if you are unusually anxious.
Yes. Thumb sucking can become a chronic habit. Most patients have a favorite hand to suck. With younger children i will have the parent lightly wrap the offending arm with an ace bandage. A youngster is not strong enough to bend the elbow enough to suck the thumb. You could try this. If you are grinding your teeth at night there are dental appliances that can mitigate the negative effects of this.