My first guess would be that the marble found its way into the thimble by accident.
Did some googling and found someone posting about an ornate sterling silver thimble which was found with a marble inside, dug from a front yard. The poster was surprised that such a pretty thimble would be thrown away. The hypothesis of the people who responded was that a child accidentally got the marble stuck inside and decided to hide the evidence of his misdeed.
No other guess. Would be cool if someone knew a reason for that.