In my experience as a Thresh support I have found that if you are active enough in lane and allow your adc to farm you will get enough souls to have decent damage. You're more viable as a tanky support than a damage support.

In the early game you want to treat Thresh like a caster, not a beefy support. He is squishy and on top of all that only his q has decent range. You should land q's as much as possible to harass and when you seen an opportunity go in and flay toward your adc. You can also use this method to save your adc by q'ing to the chaser and flaying hi away. It's better that you die saving your adc then for your adc to die. Your ult is also good for slowing someone who's running away to slowing someone chasing your adc. It is also a very good source of damage late game.

I realize that I am not the best Thresh in League nor am I the best player. This guide was built off of my previous experience playing Thresh support. It may work for some and not work for others. Feel free to experiment with your own build ideas no matter how crazy they seem.