Im just going to keep this simple.
M-I go thunderlords, putting points into the first 2 trees in all offensive stats but you could also go into resolve to help your early game which isn't a bad option.
R- for runes i find it best to go defensive since you dont really need the extra damage later, if your agressive early your are going to want early game runes prioritizing armor since your values are low. I personally have tried many hybrid pen build and offensive and the best for my playstyle is magic pen reds, scaling hp yellows, Scaling Mr blues, and Scaling armor quints. this gives me a bit of survivabiltiy mid to late game. since I do not play super aggressive early because i have very low armor and damage compared to most adcs plus a low range.
starting- usually the first itme i get is a pot and cull since i am try and play passive at the beginning and also like the extra gold i get from this item.
play style- As I have said before im passive for the above reasons but there are 2 benefits to this playstyle that give thresh a powerful advantage compared to other adcs. Playing passivly lets you safly farm under turret which usually isnt a big issue with thresh for me anyway. This makes your opponents have to decide to stay pressed up or to back off/ roam which if you ping properly and/or ward this will not be an issue and they will loose gold and xp, secoundly Thresh is amazingly strong under turret so if they stay you can easily combo with your support to pull them under to their death for an simple kill, even if they turret dive you 3 vs 1 generally you will be able to get 1 kill or escape with thresh. Another advantage is if your jungle understands how powerful thresh is they can easily gank from any direction even from behind turret and turn that situation into a 3 vs 2 with little warning and with a support thresh and a jungle you can easily kill one of them off and have enough cc to trap the second target as well feeding you or your jungle.
In general just play safe until your get enough gold to build either bf sword or a burst item.
basic concepts- what makes my build so strong after getting a couple items is the burst potential, so using this build requires both you and your support to understand that even though you can half a target in one hit, it might not be the best choice to hard engage right off. you will have to practice what target to focus first and how to time your trades with your passive cd as well as your item cd.
General build- Builds can vary quite a bit and that is why i love playing thresh as a carry or just in general but each lane you play him requires a different build mind set, In bot lane against most teams your main items are rapid fire cannon, duskblade, Gunblade, and a sheen item either tri or gauntlet. after which you can build more damage with IE ect or build defense items if they are heavy in a specific damage type or have a fed carry. great options for ad is armor boots thorn mail and randiuns or a general defense item going GA, for mr i prefer either banishes or witz end with hurricane. The main thing to remember here though is if they build tanky they will see you have ad and build armro but most of your damage is magic damage so watch for mr and if they do just buy the void staff, the ap will give your a little extra burst on your skill combos anyway.
first backing early items- Generally on your first back if you can get a bf sword it will help your csing a ton. but your first 3 trips should be bf sword , shard, or hex tech revolver, and your probably thinking but why not finish the first item and this is a good point. My thinking is 1 finished item of those 3 do give your good burst but not as much raw stats as wall as being able to burst more often. you are not trying to aa someone to death so if you both back and get bf sword you can win a short trade easy then if you back and get the shard and they got a dagger say you will have 40 more burst that is pritty much antoher bf sword without most of the pricetag. after getting 2 of the 3 starting item you can probably take 25% of the enemy adc hp with one hit, but you have to watch the cd to time your attacks and then when you get the 3rd item hextech shard and bf you can easily half a target with one aa and timing is important because you dont want to hard engage right after that first bust unless you think thunderlords can finish it. Thunderlord proc over 20 secs and hextech every 40 sec and with some good skill shots and trades you can finish them safly just by waiting the extra 20 secs for hextech. now bf sword is 1300 but shard can do the same damage in burst for 750 and gunblade costs 1050 but can do over 100 damage early in burst so you dont have to go for bf if you want you can easily get shard and revolver for a little over the bf price and do over 3 times the damage plus thresh passive.
Presence- as thresh if you are doing good or bad or even have some spare time while the lane is pressed up, gank. Your ganks are so powerful esp with a support to tag along that you can easily help an ally crush their lane with 1 or 2 of them and with your burst damage its no problem.
Finishing items- generally you want to get rapid fire cannon first but if your really ahead i tend to go straight for duskblade simply because the passive cna get me an easy kill which can turn into a double in the bot lane very fast.
Active items- this build is simple in this reguard because hextech but dont forgot to use it. the 40 % slow for 2 second is god like and it will be doing about 300 damage when you first get it which is really a free thresh passive hit.
targeting- as i said you have to be able to time your engages properly and knowing who to hit will help a lot, in general when not about to fully engage hitting any random squishy is fine while duskblade is on cd, if it is not you are going to want to try and hook combo either a carry or any squishy that will have vital teamfight potential such as champs like sona with a great aoe stun decent damage heals ect. One of thresh most powerful tools is being able to turn a teamfight 5 vs 5 into a 4 vs 5 in an instant as well as boing able to control the fight and position of enemies and allies very well. Your a King leading this followers to victory in the mists of Valhalla .
Spells- almost every game i go exhaust and flash, why not heal you ask well i find exhuast to be perfect for my Thresh since the slow is great for comboes and chase as well as stopping a lot of their sustain and or burst damage, but it also shreds their defences with is great for thresh and his hybrid burst damage, add that affect with your support and you have a ton of cc for fights and a lot of damage negation that will allow you to win almost any fight and escape any gank.
Information- I am DragonLordMarlax currently gold 5 because i wanted the perks but generally over the years created many builds that i show my friends to help them climb elo quickly, i spend most of my days having fun with my friends in norms or maybe even ranked if we want to 5 man fight a team with all assassins or something and somehow win. i have seen many builds similar to mine pop up after a while in meta play and get nerfed soon after such as the shield stacking builds i employed last season but i decided i would maybe share a secret with the world.
Notes- why is this all types? Because i dont want just anybody to just because to use this build. You have red the basics your have earned the right to crush your foes like the soul stealing skeleton god you are.
Hard matchups-Lucian and Cait.