ADC Thresh is tick. You can't fight it. Support Thresh is bad everyday.

Read my +Notes things next to the item titles up there. I put all the information there cause idk.

Prioritize your Flay (E) so the passive from it is crazy, then your Box and Death Sentence, and then the lantern thing.

The Flay Passive is your best friend.

Basically, as ADC Thresh, you are extremely hard to counter when the enemy team builds armor because of your Flay passive and the Statikk Shiv passive, as well as the BoRK passive. Building magic resist wouldn't help them much either since you're also dealing large amount of AD. Enemy ADCs that dont have alot of escape tactics like Ezreal, Ashe, or Varus can easily be hooked and bursted with your Q+E combo.

Speaking of your combo, the key is to land a Q, wait a bit to drag the person and have your support get ready for the full initation (or damage them), then hit your Q again and jump to them, hit your Box (*if you have it, if not then just go to the next thing), Flay them into the box*, or closer to danger, and, as you are auto-attacking, throw down your W at the ground around you and your support (and/or jungler) to prevent damage coming to you guys.

Don't use your abilities to clear minions, namely your Flay. Only use your lantern to pick up souls, you aren't very mana hungry- until you start spamming abilities on minions, so don't do it. Sometimes though, when Flay is at max and laning phase is over, I like to jump into lane onto a minion with my Q, Statikk Shiv blast a large group of minions, then Flay the group to clear them quickly. You can do this sometimes.

Thresh is very unique, and his abilities allow you to easily initiate, trap, interrupt, and gank enemies.
His Q is your main initiation tool, successfully hooking an opponent will give you the choice whether to jump to them or not. For maximum effect, if you intend to jump, let them get pulled a bit before jumping, giving your teammates more of a chance to get ready. In the middle of a teamfight, using your Q on the enemy ADC or high damage dealer and JUST dragging them (not jumping) will turn the tide of a fight dramatically, as the dragged player is stunned.

Your W can help prevent residual damage dealt to you and your teammates, and you can potentially save your teammates in many different situations. Its right-click to use the lantern, by the way. If your team doesn't know, tell them. I often use the lantern as a shield when our team is all together in a team fight. Most ADC's dont have a shield of this type, besides the Barrier summoner spell, so it can be useful. Also, you can use it to grab out-of-reach souls.

Your E is your most important ability. The active itself can interrupt many different champion's ults, like Nunu's, Katarina's, as well as Fiddlestick's while he is first channeling it. Your Q can also interrupt all of these too (but its a bit harder to aim in the middle of a team fight). The passive is the best thing though. It deals bonus magic damage based on 200% of your AD, and it sort of "winds" up. You will know when it is full winded up when you have the RED buff on you. Don't worry too much about it being fully winded up when farming, but you may want it fully winded when you are about to make a Statikk Shiv blast on the enemy. Keep in mind your enemy cannot easily tell when you have it winded or not winded up, since there is no visual representation of how winded up your Flay is...unlike with Annie's stun or a Banshee's Veil.

Your R is THE BOX and has an intense 99% slow. Keep in mind though, movement speed reduction caps at around 75-80%, so like 19% of the slow is not used to its full effect. Nevertheless, the enemy isn't going anywhere. You can use it as a gank/trapping tool, or even as an escape tool (down a narrow hallway, the box will effectively make 2 walls the enemy will hit and not be able to catch you through.) Flaying the enemy into the walls of the box is the most effective way to have the enemy take the damage and slow of the wall (some will try to stay with you in the box).

Finally, your passive gives you armor and AP for each soul you pick up. However, Thresh does not have scaling armor, so make sure you pick up those spirits. If you collect them well enough, you will be able to have almost twice as much armor as you would if it was scaling. Probably. I dunno. Just pick em up. Your lantern can pick them up too.

Farming is a bit hard on Thresh until you get your Statikk Shiv, just make sure you know how much damage your Flay passive is giving you so that you can know when to properly last-hit a minion. But don't worry too much about farming, focus more on collecting souls with your W and by just walking onto them, because the armor and AP will help you when you initate fights with the enemy ADC.