What is a thread?
A "thread" is a message and all of its direct responses.
Why use threads?
Threads help organize conversation so that you know who is replying to what specific message. You'll see threaded replies show up as smaller than normal channel messages, and you can click on them to take you directly to the original message they are responding to. If you reply to someone in a threaded format, they will get a notification of your response and any future responses in the thread (this can be turned off by clicking the bell sign next to the thread).
How to reply to a message and create a thread:
Hover your mouse over the message you would like to respond to.
At the far right of the message, you will see the same "thread button" symbol as shown below. If you don't see it, click the three dots at the end of the message and select "Reply In Thread".
Click this thread icon and you can respond directly to that message and keep conversations organized. Everyone else in the channel can still see the response, but it will be contained within that thread.
How to read all responses in a thread?
Threads will also show up on the right side of your channel when they are opened so that you can read through them easily. You can then close the pop-out box and your screen will return to normal.
To view all of the threads in a channel, go to the "thread button" at the top right corner of the workspace.