Using a thumbnail to test an edge is pretty common. The actual thumb, less so.
One traditional Japanese test was to slice a slave or prisoner. A top quality blade was reported to be able to cut a man completely in half diagonally with a single stroke. I'm not sure if that is stronger than cleaving an anvil or sharper than slicing a dropped piece of silk but it is certainly a testament of toughness and sharpness.
Given that the police generally frown upon slicing live people in half I think such testing will recede into history and legend.