There is no universally correct answer to this question – this kind of formatting is usually determined by the submission regulations of the institution and department to which you are submitting the thesis.
Either check the regulations provided by the department, or take a trip to the library and ask to see examples of theses submitted in your subject area (these should be formatted according to the regulations).
If there is no regulation governing section numbering, then choose the convention most commonly used at your institution and make sure you use it consistently.