He was taken from his mama too soon. Generally, kittens SHOULD be kept with their mama till they're at least 8-10 weeks old.

He may grow out of it. But it's definitely nothing to worry about. And don't feel bad. My soulmate RB kitty MooShoo (he was a hairless cat) used to suck on his own teats when he was little. He grew out of it after about a year and a half.

Give your furbaby kisses for me.