Top flay (your E) first of all cause of the passive you get from it you deal extra magic damage on your basics and longer you wait = more magic damage on the basic so that is a good way for the support to harras the enemy.

Thresh has a very good combo when you hook your enemy and jump into them use flay to draw them back to you and your ad carry cause if you hook them and jump they will try to escape but if u use flay to draw them back again they cannot escape without a flash.

If you want to catch souls but 1 soul is to near the enemy for you to catch you can throw your lantern on the soul and the lantern will pick up the soul for you.

One other thing if you pick up one soul you get bonus Ability power and Armor BUT! Thresh does not gain armor per level unlike the other character and more souls = smaler armor and Ability power for each soul the worth of a soul are sinking.

A good thing to know is when you play against Thresh and he tries to save his ally with his lantern stand on the lantern cause if you are standin on the lantern Thresh ally cant jump to Thresh with the lantern.