There are many reasons that can prevent Facebook from correctly guessing the right thumbnail image. One of the most common reason is having multiple images set in the og:image tag where your featured image is smaller than rest of the images.
Facebook uses Open Graph (og) tags, and plugins like Yoast SEO automatically adds them to your site to prevent missing thumbnail issue.
Facebook debug tool is the easiest way to troubleshoot issues with Facebook open graph implementation on your WordPress site. Simply copy the URL of your WordPress post and paste in the debugger tool. The most common error that you will see is: Provided og:image is not big enough. Please use an image that’s at least 200×200 px. Image ‘http://example.com/uploads/2014/06/some-image-from-article.jpg'; will be used instead.