How to set a volleyball properly?

Act like your dumping soda on your face and the ball shouldn't hit your thumb

Start off slowly. Practicing by just holding the ball close to your forehead (So that if you moved your hands it would drop onto your forehead) with your thumbs and index fingers forming a triangle but not touching your hands together, and make sure you turn your hands so that your elbows are pointing out to your sides. This is the position you should be in when you meet the ball. The ball should not be touching the tips of your fingers. Let it rest on the first and second joints of your thumbs, index and middle fingers, the rest are there just for guiding and balancing the ball. From there you practice pushing it up and out in a nice arch, extending your arms all the way. Once you've got your form down have someone throw it to you and just catch it like you're about to set it, then push off. Once you're comfortable with that you can have them throw it to you and you can hit it, but make sure you let the ball come to you. You should still almost be catching it. When I first started setting I stowed my fingers all the time because I tried to hit it with the tips of my fingers, and sometimes I hurt my thumb the way you did. With practice you should be able to avoid any further injury. (To improve accuracy I used to practice trying to set the ball into a basketball net from the three point line.)

My coach taught me to set by imagining you are holding a 2L bottle of soda. Make sure your fingers are very relaxed too. You don't want them to be stiff or else it will barley get of the tips of your fingers. What I did when that did help me a bit, I just held the ball in my hand. Making sure everything was covering the ball.

Focus on using the same setting technique every time you set the ball. First, you need to figure out what position is best. Start out by placing your hands above your head with your index fingers and your thumbs together. Have your finger tips touching each other. Now, form a triangle with your index fingers and thumbs. You should be able to look up through the triangle. Now, bring your fingers apart the distance that would be optimal for resting a ball in there. This is the position you want to be in when setting. Practice by placing a ball in your hands in this position and get comfortable with what this feels like. Every time you set, focus on getting in this position. At first, focus on setting real softly to get a feel of what it's like to be in this position. Remember, you want to set using your finger tips, not your palms. And you want all your fingers to touch the ball every time you set. The best way to learn to set is by practicing in slow motion first. Just practice catching and releasing the ball at first. Gradually speed up your hands when you get more comfortable with this setting motion.

Okay, first of all I know exactly how you feel with your thumb, I was setting completely wrong until my coach showed me the right way. Here is the proper way: Imagine you are drinking something big, you put your hands above your head, aline your thumbs and have your pointer fingers slanting from each other. When the ball is bumped over to you have your fingers feeling kind of loose not like witch fingers. Don't let your hands do the work have your fingers spring the ball high in the air for the spiker. If you want you could probably type in how to set on youtube for some videos. I hope this helps though anyway.

Firstly, it's all in the thumb, 1st and 2nd finger ( sometimes second finger ) What you should do is get someone to throw the ball to you or throw the ball to yourself and do it slowly, take the ball and hold it for a second or two and than throw it back and gradually get faster until your just flicking the ball up.