I won’t pretend to have an answer for you on bullying issues because unfortunately this can exist anywhere for any reason, but perhaps finding a school that can guarantee a single dorm will work for you. Good luck to you!
There is no way to predict what might cause someone to look side eyes at another person. My kids took their childhood blankies to college and didn’t have a problem.
So this gives you an opportunity to break this habit if you want to. Adult Thumb-Sucking: Causes, Side Effects, and How to Stop https://share.google/5YnnTYfMQmKpzNofZ
Soner or later, you should probably consider replacing this self-soothing technique with something that can be done without others teasing you, or viewing you as a misfit. A lot of colleges give single dorm rooms to people who have documented issues requiring a single room. If you have a dcoumented mental health condition, it might be straighforward. But perhaps now is a good time to work on adjusting your behavior. Good luck.