Pro's:
Tanky
Good CC
Pretty decent damage
Survives well even when 2v1

Cons:
Weak early game
Needs to farm a lot
Screwed if you miss Q or fail ulti

Early game, farm, farm, farm, nearly all the top lane champions will out damage you early game, to counter this, keep farming, if you out CS them you have the advantage, the better items you get the quicker you get them, the better you will be and the more likely you are to kill them.
If they start to push you to far harass them with your Q and continue farming.

Mid Game, Providing you have done well early game you should have enough damage to face people, kill creep waves then roam to mid and help gank picking up the kills where possible. If you havent done so well, stay in lane farm and call for mid to come gank you as well as the jungler if you have one

initiate the fights land your ulti whilst getting as many people caught in it as possible and grab runners with Q farm in lanes where there as masses of creep waves coming to keep the gold coming in.

For thresh to work well in top lane, follow the build, deviate a bit if you wish farm as much as possible and PEW PEW some NEWBS

Thanks for reading, feel free to comment and vote :D