Thread...

a thread of execution is the smallest sequence of programmed instructions that can be managed independently by a scheduler, which is typically a part of the operating system.[1] The implementation of threads and processes differs between operating systems, but in most cases a thread is a component of a process. Multiple threads can exist within the same process, executing concurrently (one starting before others finish) and share resources such as memory, while different processes do not share these resources. In particular, the threads of a process share its instructions (executable code) and its context (the values of its variables at any given moment).

Thread class provide constructors and methods to create and perform operations on a thread.Thread class extends Object class and implements Runnable interface.
Commonly used Constructors of Thread class:

Thread()
Thread(String name)
Thread(Runnable r)
Thread(Runnable r,String name)