In a medium bowl, cream together the butter and the sugar. Make sure that the butter is at room temperature. I used by hand mixer to cream the butter as this was a small batch. If I was doubling the recipe, I would have used my stand mixer.
Add the vanilla extract and mix again.
Add the flour in batches and mix until it forms a stiff dough.
Preheat the oven to 350 F. Line a baking sheet with parchment or baking paper.
Using a tablespoon measure, scoop out the dough and form a ball. Place them on the lined baking sheet.
Using the back of a ½ teaspoon measure or using your thumb, make a small indentation in the middle of each cookie ball.
Fill the indentations with jam.
Bake them for about 12 to 14 minutes, keeping an eye on them from about 12 minutes. Mine needed 14 minutes, but depending on individual ovens the baking time may vary. Don't let the cookies become too dark. Remove them when they are pale golden.
Let the Jam thumbprint cookies cool in the sheet for about 5 minutes and then cool entirely on a wire rack.