Thumbnails are created by the system, and are an unavoidable part of using the phone. If thumbnails weren't created, then you'd just see grey boxes in apps like the Gallery and Music apps. If you delete thumbnails, the system will just create them again.
Do you have a large number of photos stored locally, or syncing with the Gallery from the cloud? Do you have a huge number of music files? Thumbnails from either of these sources can add up.