Interesting yet puzzling find. I propose that the silver thimble, being quite malleable, was stored in a ferrous metal "case or holder" when lost.
If it were mine, I'd try the freeze thaw method. Soak it in water, freeze it good, then drop it in hot water. There may be enough of a delineation between the silver and the ferrous metal to "crack it off". I'd be reluctant to use electrolysis, it would probably damage the silver. If that didn't work, I'd use an acid that doesn't effect silver but will eat up the corrosion.
That being said, if my theory is correct, it may be a really nice thimble to warrant such a case.