Symbolism, Imagery, Allegory
Much of Annie John centers on a psychological journey, a journey of the mind. Annie John experiences a period of deep sadness that we would most likely call depression—or possibly just teenage angst, if you're feeling tough-love about it. The metaphor she uses to describe this dark period is that of having swallowed a thimble: a small metal cap usually worn over a finger while sewing.
For Annie, "[t]he thimble that weighed the world spun around and around; as it spun, it bumped up against my heart, my chest, my stomach, and whatever it touched felt as if I had been scorched there" (6.18). Why would Annie use an instrument for sewing to talk about her sadness?
Well, this metaphor points to the domesticity that her mother values above all else. Her mother plays by an older set of rules, and those rules are rooted in strict gender norms. Women (including the now-adolescent Annie John) are supposed to stay in the sphere of the home and dedicate themselves to becoming happy and efficient homemakers.
Annie's sadness springs out of the fact that she doesn't really want this. She doesn't want to grow up, but she doesn't want to grow up because growing up means leaving the relative androgyny of childhood behind. It means giving up masculine pursuits and playtime. Annie John is fine with a lot of aspects of growing up—she excels at sports and is an awesome student—but she doesn't like the idea of domestic servitude.
So maybe that's why her sadness manifests as a heavy, red-hot thimble. Annie needs only to go away and pursue a career (like nursing, maybe?) and the thimble will dissolve… or at least go back to the sewing kit or Monopoly board where it belongs.