You are gripping the ball with your thumb tip instead of the meaty portion of your thumb. This cause's the joint of the thumb to flare out and rub aginst the side of the ball.
You need to learn to grip the ball with your thumb at the base and relax the tip, A lot easier to type , then do. If you want to prove it to your self, put your thumb in the ball and grip like you normally due, you will feel the tip gripping the ball, now try gripping with the edge of the meaty portion of your thumb, you will feel the difference.
This is where the saying " set your thumb " came from.