The thumbnail, as the first sight of a micro-video, plays a pivotal role in attracting users to click and watch. Although several pioneer efforts have been dedicated to jointly considering the quality and representativeness for selecting the thumbnail, they are limited in exploring the influence of users` interests. While in the real scenario, the more the thumbnails satisfy the users, the more likely the micro-videos will be clicked. In this paper, we aim to select the thumbnail of a given micro-video that meets most users` interests. Towards this end, we construct a large-scale dataset for the micro-video thumbnails. Ultimately, we conduct several baselines on the dataset and demonstrate the effectiveness of our dataset.