About Thresh:

Pros:

-Tanky Ranged Support (especially with Aegis and passive).
-A lot of CC.
-Great team fight ult.
-Can use lantern to assist jungler's gank entrance.
-Can use lantern to save team mates.
-Is quite slow.

Cons:

-Low movement speed.
-If zoned in lane, can lose a lot of potential.
-Flay is notoriously difficult to use.
-Requires extra communication with your lane buddy to use Dark Passage effectively and to it's full potential.

Tips:

-Use smartcast on your Q, E and W. (Smartcast makes Flay much easier to aim in the intended direction.
-Be agressive in lane with your Q.
-Use lantern to pull your jungler from on the other side of walls where enemy wards will not be.
-COMMUNICATE with your lane buddy. Tell them when Dark Passage is up. Dark Passage is amazing to pull allies back from tower diving/helping allies escape ganks/helping to create ganks/shielding your allies/help your allies catch up to you when returning to lane after B.
-As a support, you should ward often.


This guide is just a quick one, put together to give you ideas about how to build/play Thresh, since he is new and people are trying to figure him out.