4.5 yr old, is this normal?

That's fascinating, I think I would put myself in that category too. @clothsister, yes the constant chatter can be exhausting! It's like one huge stream of consciousness, and she tells stories all day long. Now I think about it, it's no wonder she has to stick her thumb in just to rest her voice if nothing else!

Izzy does this , she sucks her thumb for comfort constantly and I have decided to just let it go. The being in her own is usually to get space. I bought her a diary which only me and her can read so she will write down her feelings and I have also written little notes to let her know how I feel about her. It has really helped

Jacob use to do something similar; no thumb sucking, but just staring into space. Given that he was completely manic most of the rest of the time it was a little disconcerting.
He has now replaced this with reading, or listening to music, but sometimes u catch him staring 'through' the book for several minutes at a time, so similar.
I think it's just downtime, and he's often genuinely unaware how much time has passed.

I have made a resolution to stop telling her off for it, I have been very unfair.