Probably she was separated from her mother too early. When that happens, adult cats often retain kitten behaviors. I would suggest that you discourage this sucking of your finger, because it's too close to biting your finger, and that's what it might lead to next.
She's using your finger as a source of comfort and pleasure. Unless it really bothers you, don't discourage it. Many cats here still suckle on their owners.
my rambo is a huge suckler....though i have been working to train him away from suckling on me. If you can but some material between your finger and the suckling you can eventually substitute the material for your body part. For rambo it was my neck, arm, chest etc. So I ended up getting an old shirt out of the laundry and putting him on that. Now instead of waking me up to suckle he suckles happily on my old shirt.
My cat Bosha has been suckling since she was very young. The vet said that most cats eventually grow out of it, but my cat is 18 and she's never stopped doing it. It's simply a sign of contentment and pleasure - the same contentment that a kitten would feel at it's mother's side (like human children suck on their thumb). If it doesn't bother you, just attempt to get your cat to suckle on cloth instead of your skin. It's a sign that your cat is comfortable and content in your presence. If it does bother you, just put your cat down when she starts to suckle - eventually she will associate being pushed away when she does it. However, I think it's cute.