The expression is "to look for a needle in a haystack", meaning that the task of finding something is extremely difficult, or even impossible.

"Looking for a needle in a haystack." I've not heard "thimble in a haystack". But that would be easier than a needle, since a thimble is not shaped like the straws of hay. Figuratively, it means what you're looking for is so tiny, and looks almost like everything else. Most difficult!