does this happen consistently through out all types of walk you take or is it only in the morning? do you do some kind of exercise before you start walking? have you had similar conditions in the past at some other time in the past? do you have any other medical conditions, such as diabetes or cervical spondylosis?
i think you should get yourself examined by your doctor to rule out any injuries/trauma. there may or may not be any major cause but its better to be sure.
Thumb falling asleep suggests a nerve impingement either at the wrist or elbow or even at the neck. I would suggest you to schedule an appointment with a doctor for a complete clinical evaluation. At the same time you can start with a B complex supplement.
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