It's just another name for an on-going discussion. A 'thread' is a series pf posts which are connected by a common theme, and follow on from each other.
No one is ever stupid, there are things you know, and things you learn - that applies to all of us.
It means that you start off a perfectly normal question / answer scenario which quickly and surely becomes frayed at the end and begins to unravel like so much cheap market-stall cotton.