I've had several folks ask about tambourine thumb rolls and how to get the head a little more "sticky" so that the thumb will grab.
Beeswax! Yes, just by rubbing a light coating of beeswax on the area where you would like a little more friction, it will make it much easier for the thumb to "grab." The easiest way to apply the wax is to take a small cake of hardened wax and rub it lightly over the surface. It will leave a little wax on the head--and that's all you really need, a little--and you should be set. You can get beeswax from a number of places: The Percussion Source (www.percussionsource.com) sells small bricks of "official" tambourine beeswax; I bought a whole bunch (enough to last a lifetime, probably) at a small roadside farmer's market in Pennsylvania (just look for a stand that sells honey--sometimes they also sell the wax); shops that sell candle-making supplies (get little bricks, though--NOT sheets); shops that sell jewelry-making supplies (there you might be able to find really big bricks); it is sometimes used in sewing to coat the thread, so perhaps ask a friend who sews!--in short, it might seem like an odd thing to go looking for, but it's pretty easily found. For more details about how to actually perform a thumb roll, see some of the earlier answers here on the subject. Best of luck!