Afaik the earliest have been found in China dated to the later Bronze Age...
The problem is that most where made of leather and bone, which were either disposed of at one point or simply perished. Those that survived were made of ivory or jade iirc...
Later thumb rings are definitely attested with Turkic and Mongolic tribes, but afaik for their use by Central Asian nomads during the Iron Age, it is more of an argument related to commercial contacts and archaeological silence...
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