My name is Tope so Dope (NA) and I am a Support main. Thresh is my overall favorite champion due to the massive amount of utility this one champ alone provides. Need peel? Thresh gots you. Need engage? Thresh has that. Need saving? Have no fear, Thresh lantern is here! I've taken the time, experimented, and watched coaching videos (as well as gotten rekt by good Thresh players) to learn about this champ and what he can do. I'm here to help anyone that wishes to learn how to play the champion and clarify the basics on how to become a better Thresh player. This is going to be fairly comprehensive and possibly text heavy but is necessary to cover what one must do on Thresh. This is my first guide I have ever made and posted on Mobafire so bear with me if it is not up to "Mobafire Standards". Hope this helps you improve!

The runes I take are:

The reason being for this set of runes is I want maximum damage on my AA to take advantage of the empowerment of the AA that deals bonus damage from the E passive. As a Thresh I like to walk up and punish the ADC when they go to last hit a creep or simply play aggressive with supports that cannot trade well with him or are melee. Hitting the ADC or squishier supports with a fully charged AA from E passive chunks hard. One can argue to take Armor runes on Thresh but I feel it is not nearly as efficient as taking flat AD. You get bonus armor from collecting souls in lane anyway. Taking AD runes ups the chances of winning lane at lvl 2 (as long as you hit it first). Taking AP/Magic Pen is not as strong early and aren't as efficient until you hit 6. Your R will hit harder but its not mainly used for the damage, it's main objective is the CC is provides and taking 13 extra AP is not much of a difference when you can break even of that in souls a little after you get the R skill.

These are the masteries I take on Thresh. I prefer to go tankier due to the nerf to Warlords. I feel like this is the stronger mastery set at the moment and will make you tankier once you start collecting souls. The Unyielding mastery in the Resolve portion of the tree synergizes well with Thresh’s passive Damnation. As you start collecting souls it is essentially making you tankier as the game progresses allowing you to have 5% more bonus armor from the souls you collect. Legendary Guardian is taken over Swiftness due to the fact that you aren’t in the middle of team fight’s to dish out damage or really have the need to move through the front line. Your job is to catch and peel for the ADC/Mid laner. Bond of Stone comes in handy in lane when you are looking to trade/engage. This comes clutch in the level 2 spike. It allows you to tank the minion wave slightly more and soak up some damage the duo lane dishes out.

Death Sentence (Q)
Maxing this skill is the obvious choice with the reduced 3 second cooldown for landing the hook on a target. Stacking that with CDR and you essentially have on average a 6 second cooldown on Death Sentence. This is your main catch spell.
Dark Passage (W)
I choose to max this skill not for the shield it gives but solely on the reason for how clutch this skill is for saving teammates caught out of position. The shield is a nice bonus I can’t deny that but the uniqueness this skill holds by saving your teammates is just straight up beast. Having a reduced cooldown comes in handy also.
Flay (E)
I choose to max this skill last for one specific reason. It has a flat cooldown of 9 seconds without CDR. The damage is nice for the empowered auto that the passive of this skill gives but in my opinion it really only matters in the laning phase and takes some time for it to full stack. There is so much more utility the rest of Thresh’s kit has to offer that I feel like maxing this skill first/second is kind of useless now. Depending on the situation this is either your main peel spell or initiation spell. Nothing like catching your opponents off guard with a Flash/Flay.
The Box (R)
Your standard 6, 11, 16 max. The Box comes in clutch for zoning, peeling, or catching. The 99% slow for 2 seconds guarantees you’re gonna land a hook or a flay to peel off enemy champions. This is devastating for team compositions that have no hard engage and have to walk up/chase. The surprise burst of this skill is also nice with it’s 1.0 AP ratio.

Lane
The combo I look for on Thresh in lane is generally Flash, Flay, Ignite, Hook, AA. This combo once you hit level 2 is more than enough to win you the lane at level 2 in lower elo especially if you catch the ADC. I’ve noticed that this forces the enemy laners to respect you and fear you making a play like this and changes their play style. As long as you play confident, control the lane with zoning out the ADC with good positioning and ward, laning after that should be a breeze.

Teamfight
So Thresh has two roles he can fill in a team composition. Initiator or Peeler. As an Initiator you want to be on the front lines and look for a catch with your Death Sentence. If you catch a priority target (enemy Mid or ADC) reactivate your Death Sentence, Box, Flay.

As a Peeler you will remain a more towards the middle of your team. Your role here is to Flay engages to peel off any champions coming towards your priority teammates. As they duel you want to look to Box to zone as they dish out their DPS and Death Sentence as they start to gain ground on your teammate. Of course every game is different but this is just a general combo to give an idea. Sometimes you may need to Death Sentence/Flay combo to give your Carry the chance to gain some separation and peel that way. Just be patient and react appropriately to keep your carry alive so they can dish out their DPS.

Face of the Mountain
This item carries so much utility in the form of a shield that can either save you or a teammate that is getting focused down. It synergizes well with Frozen Heart since the shield is based off the amount of mana that you have. More mana = Bigger shield. This is an absolute core item on Thresh. DON'T EVER opt for Eye of Equinox. That item is very useless and takes away such strong utility freeing up a space for pretty much nothing. Make this your first or second completed item depending on the flow of the game or the composition.
Locket of Iron Solari
Another core support item for Thresh. Locket is really good mid game to minimize the burst of AP carries providing +20 MR in the radius. The shield active also comes in clutch since it covers your teammates in it's radius. This is huge when a AP carry is trying to one shot your carry increasing their MR and providing a shield (with quick enough reactions). This should be your first or second completed item depending on the flow of the game. If AP mid starts getting fed then rush this item ASAP.
Frozen Heart
Frozen Heart is a great item on Thresh and I recommend to get this as your third item. With the 20% CDR, mana, and armor stats that come with this item it synergizes prefect with Thresh and the build I use. Not to forget the 15% Attack Speed reduction to help your ADC out duel the enemy ADC or even those that benefit from AS (Jax, Trynd, Yi). The item provides more bonus armor to stack along with the souls you've collected making you tankier. Overall great item for Thresh.
Sight Stone
Every support's most important item. This is an absolute must. But I do not recommend upgrading this item until you start heading towards the late game or you just have a habit of dropping a lot of wards and not letting your previously placed wards time out. ALWAYS upgrade to Ruby Sightstone. It is not worth as I said above to build Eye of Equinox. Ruby Sightstone also has a unique passive of reducing active item cooldowns by 10% which makes it much more gold efficient especially with the build I provided with 2-3 actives.
Boots of Swiftness
The rise of Swiftys in Season 6. The extra +20 movement speed is great for running to your allies along with the Masteries Wanderer & Explorer gives you the Mobo's speed minus the passive of losing the MS upon taking damage. Upgrade to Captain to give your teammates the 10% MS bonus. A little extra speed is always good :)
Randuin's Omen
Randuin's is an optional item in my opinion. Based on the team composition (vs full AD, Mobile slippery champs) The unique active is great for peeling with the AOE slow. It makes a great 3rd, 4th, or 5th item depending on the flow of the game and who is fed.
Mikael's Crucible
Mikael's is also an optional item. The unique active comes in clutch against CC removing taunts, fears, snares, silences, and slows. It's perfect going up against champions like Amumu, Fiddlesticks, and Shen to name a few. The CDR is wasted since you will be capped off already but the mana regen and MR come in handy. The active is the main purpose of the item to keep your carry's alive.
Zeke's Harbringer
Zeke's is optional based on who your carry is. It is perfect for AA ADC's such as Cait, Jinx, Ashe but not so great on the likes of Kalista, Ezreal, Corki. The defensive stats are not the greatest and the CDR is put to use if you're running it against a Full AD composition. Also if you are Bronze-Silver I would not really recommend building this item since ADC's in that elo don't generally AA consistently to benefit from the passive.
Vision Ward
A VERY important item for Supports. I recommend carrying one with you at ALL TIMES. Even if you have one placed still carry one. It comes in handy when you are taking neutral objectives (Baron, Drag) and hard counters champions that rely on stealth (Vayne, Twitch, Rengar). I try my best to remember to always leave a slot open in my items to carry one. You can even opt to not build a 5th item and just leave that slot solely dedicated to carrying 2 pink wards at all times late in the game.
Oracle's Alteration
The standard trinket upgrade for Supports. I using this active anytime off cooldown to scan for wards. Even if there is none it doesn't hurt to check. Also with recent changes picks up ward debris in the fog of war to help you see where opponents are warding without having to face check unwarded brushes. Upgrade to this ASAP. Once you hit level 9 pick this up.