Hi my name is Zac irl and Nigel Uno in game. I climbed from Bronze 4 to Gold this season using thresh and I think that this is a guide I'd like to put up because I feel like if I had had something like this at the beginning of my climb it would have helped myself out a lot. I now have over 130 games as Thresh in ranked (probably around 70 in norms). This flat out isn't something for high level players, it's simply advice and tips I've found AT low elos to help players attempting to climb. My op.gg: http://na.op.gg/summoner/userName=Nigel+Uno
So lets get started.

Is he a tank? A utility? A damage dealer? What is he?
Yes is that answer.

The first thing I want to talk about is what thresh is, and that is pretty much everything (maybe not so much on the damage dealing side but in lane his actual damage is very underrated).

Thresh is, in my opinion (an most other supports opinions) the most adaptable champion in the game. It all comes down to what is required, but one of the reasons Thresh is such a strong champion is his ability to adapt to almost every team comp from both your team and from your opponents. It all comes down to how he's played, and how he's built. More on that in the next chapter.

Lets talk starting items:
Relic Shield: You're going to buy this item 99.9999999% of the time. It's ability to sustain you and your ADC through the laning phase is incomparable, along with the health it gives to allow you to attempt to make bigger plays without instantly dying. It is only on very specific circumstances that you won't build this item. 'But Zac I don't know how to last hit cuz I only play support' Firstly, learn to last hit, secondly, THRESH HAS YOU COVERED BRO. Thresh's E is a charge up ability that causes your next auto to deal bonus damage based on your bonus AD and souls collected. You will almost always go E first unless you're invading.
When to use Relic shield charges: Don't be one of those numbskull supports that walks into the lane and immediately uses both charges right away. My general tactic with thresh is to enter lane, and immediately attempt to trade with a charged E and land the flay if possible, don't be afraid to take a little extra damage, especially if the enemy support has either used his stacks already from the shield or if they went coin/spellthiefs. THEN you want to use one of your stacks on the first wave, and another before your first stack has recharged. If you use one of your stacks on the first wave you are guaranteed to have a stack ready for the first caddies wave, obviously use it then. From that point on you should be able to use it one time inbetween caddies without any missing any caddie. Don't be stingy with this ability however. Especially when it's upgraded, if you and/or your ADC are low or missing any health before a trade, use it early so that your E has time to charge up for when you do trade.
When do I upgrade Relic shield? Always always always try to upgrade it on your first back, even if you're able to buy sightstone instead. Lets say you back with 800 gold, most supports will buy a sighstone right away, DON'T. This is what you need to buy:
800 gold:
Buy two pinks: 150 gold
Buy the shield: 500 gold
Buy health pots: 150 gold
But why do this? It's honestly pretty simple, your ADC will have two wards up that they can alternate having in the river bush to keep you protected, and you will have tribush covered for ganks from your own jungler and the likelyhood of the enemy being able to contest both of those wards before your back is very low while also helping for your own jungler to set up potential ganks. But the big kicker is this: Targon's Brace is gold effective on purchase, Relic shield is not cost effective until you manage to get a stack consumed. (For math on that see https://www.youtube.com/watch?v=6S9TnW2gtZc) Basically everything about Targon's is a plus, more healing per stack, more stacks, incredibly gold effective. Alright I'm done talking about Relic/Targon's now.

Lets talk about that .00000001% of the time you don't build the shield. There is a pretty simple checklist for this situation.
1. Scaling ADC that is weak in lane (You don't want to trade and don't want to fight even on good hooks with this ADC, usually it's pretty much just kog'maw)
2. Your team has a tank Toplaner and a tank Jungler (You're not there to tank at this point, any more tank is overkill, you now exist for the soul purpose of keeping your carries alive and the enemy frontline and assassins away from your backline)
4. Your ADC and other caster midlane are unable to self peel (again kog'maw and damage based mains without much hard CC, again your job is to keep things away from them)
IF all of these conditions are met then you should go for coin for the additional mobility in teamfights that tier 3 coin provides, in fact I've seen in many a pro game players start with Relic shield and then sell it to buy tier 3 coin when they have a strong frontline.

Alright that's a ton about what to buy at the beginning of the game but I promise what to build after is a lot simpler but ALL of it is conditional so I'm organizing it by the condition that needs to be met followed by the items to be purchased, so here we go:

All AD enemy team: Frozen Heart, Thornmail, Deadmans plate (Possibly an Omen if they lack CC as well)
Lack of CC (balanced AP/AD enemy team): Righteous Glory, Deadmans Plate(This on will be brought up a lot)
Double AP enemy comp: Locket, Banshee's Veil or Spirit's Visage (Possibly a Banner)
Assassin/double assassin enemy comp: Mikael's Crucible
Strong hard CC enemy comp: Mikael's crucible, Banshee's Veil
EXTREME snowballing (This is only if your team is 15+ kills ahead as it allows for much easier picks): Frosty Hammer (Frozen Mallet) (Again this is built VERY rarely, less often than you should build coin)
Lack of any tank on your team (This is a full build for a pretty rare situation): Eye of the Equinox, Merc Treads/Ninja Tabis (VERY IMPORTANT TO NOT GO MOBIS IF YOU'RE THE ONLY TANK) Dead Man's Plate, Frozen Heart, Spirit Vissage, Thornmail/Locket
Coin build (You met those specific circumstances): Talisman's Ascension, Sighstone, Mikael's Crucible, Frozen Heart/Deadman's Plate, Banshie's veil/Spirit's Visage (Buy the Heart with BV and the plate with Visage)

Lastly I want to talk about one item, Dead man's Plate.
Oh my god is this item fantastic, and synergies with every bit of Thresh's kit.
Move movement speed? Check
Charged auto attack damage? Check
Armor and health? Check
I build this item on Thresh on almost every game I get the opportunity to do so. It is hands down fantastic and I recommend you to do the same.

Wow that was a lot of typing, finally on the next part, your role in the game.

Your role in lane (as any phase for Thresh) varies so much based on circumstance and this fact is what makes him such a great champion, so I'm just going to give examples of what to do when.

You have a strong laning ADC (Cait, Graves, Ezreal, Draven): Your goal is to snowball these champions like crazy because if they don't get ahead of the enemy they become pretty useless after lane. Trade strongly and trade often, every time your E is charged, go to auto, every time there is a chance to land a hook, throw it, and go for the kill, basically be agressive and take risks because if you don't then your AD falls off and you're more likely to lose the game.
You have a weak laning ADC but your opponent does not (Kog'maw basically, Vayne is not included for reasons to be discussed in a moment): Your goal now becomes keep them from dying, don't let them get hurt, try to stay between them and the enemy and always try to flay/hookdrag enemies away from your ADC and avoid trades unless you're receiving a gank.
You both have weak ADC's and your enemy support is a caster (Sona, Karma, any of support caster with the exception of Janna (Don't fk with Janna)): This is a pretty awesome thing to have happen for Thresh, simply because if the enemy ADC is weak early they are going to avoid trading/fighting, meaning if you hook the support the ADC is farm more likely to try to avoid fighting so you can usually pick up pretty easy kills here by getting hooks on these squishy supports.
You have a Vayne on your team: I love this matchup as thresh is so good at moving the enemy around it is very easy to place them against a wall for Vayne to chain her condemn into, so when you land a hook think to yourself, 'Can I get a stun from Vayne from this hook?' If yes you will usually be going in.
Specific match ups should be somewhere else in this guide (First time posting a guide so I don't know where)

This is the chance for Thresh to shine. Picks picks picks. People are going to be moving around the map a ton at this phase in the game and being in the right place to catch them isolated and using your lantern to help your team collapse is essential for a good thresh player so try to be ahead of the game and have their jungle warded up so you can make those picks, and make sure you're not going in solo. If this is done correctly one of two things happens. Either A (More likely of the two) you'll get a few kills and help snowball your team to victory, or B, the enemy team will respect your ability to create picks and go the long way around in order to group, giving your team time to shove and take objectives.

Thresh can fit many roles in a teamfight just like any other stage of the game. You have a few options as Thresh in team fights and what you should do varies greatly with comp.

If you ADC has no peel (Kog'maw) or your ADC doesn't have enough peel to keep everything diving for her off of her (Vayne), then your job is going to be to peel for your ADC by staying next to them and in between them and assassins/fighters. The chain is pretty easy, hook, drag away, flay away, repeat until your ADC has killed them.

If your team doesn't have a tank, then your job is to absorb damage and use the Box to create a strong zone from the enemy and your backline.

If you're running coin build just spam your actives on your ADC/backline and peel while taking as little damage as you can. Be careful to not try to peel when the enemy can just burst you and then get onto your ADC with that build.

If your frontline isn't likely to last long then you have two jobs, one is to peel for your ADC when your frontline inevitably gets low/dies, two is to get that lantern out for your frontline to pull them back to safty and run.