Basically for early game you can stun you're enemies pretty easily with your Q and the lantern will allow you to either place it and get a free poke without taking damage, or you can let someone else overextend to get some harass bursts in. The grab makes it easy to separate the two people; usually the support will try to help if you grab the carry, but the carry usually backs off and lets you get some easy hits on the support. I would recommend a support with lots of CC as a support such Lulu or Leona if you're better at being more aggressive since your Q will also allow you to close gaps when your support gets a good stun. As for items start with a vampiric scepter unless you get some easy kills really early then you can start with BF sword instead. After you get EITHER of those 2 get boots then rush to bloodthirster. The crystal flask and pots will allow you to be alot more aggressive and still sustain your spots in lane.

Your Q's passive will greatly up your damage after waiting around 8-9 seconds without attacking so I'd recommend building it up until you see it turn red in you're buff/debuff area above your skill bar and then engage with your Q, then either lantern for some fighting sustain or go right for the kill with your ult then E to knock them into a wall. Wherever possible, try to let the support initiate so you can land your Q nice and easy and then they should be pretty much finished after a basic attack and an ult.

Once you start getting consistent kills, a "Sword of the Divine" will make it even easier to grab REALLY QUICK kills. Basically, just build up your Q so it does the 200% bonus AD on hit, then when you're close enough, activate the sword and you'll pretty much delete whoever you target since you'll do 3 insta-crit attacks + around 450-500 bonus dmg for the first hit and around 100 bonus for the next 2. Just try not to activate it unless you know you'll get a kill since you don't get any stat boosts while its on cooldown and its cooldown reduces by 50% on kill.

Since Thresh has a slightly lower range than the normal carry, you want to be grabbing kills as fast as possible then backing off. Although his armor is usually around 150 late game, he still needs to stay back just because he'll be getting focused if he's too close. Infinity edge will make these quick kills even easier with sword of the divine and a sheen or tri-force will up your damage if you ult-e combo or lantern in the fight. Also both will considerably raise the damage by his Q's passive; usually your first hit will do 700+ bonus damage on hit so harassing before a fight is quite easy since your spaced out attacks are extremely high damage.

Basically Thresh ADC is great for doing tons of damage really fast. If you end up way too close or you get ganked when you go to grab a kill, you can usually still come up even with sword of the divine and your ult-e combo since your ult is really only useful up close. I'd recommend getting as much AD as fast as possible after getting all the speed you need from the sword of the divine alone simply because Thresh's Q scales extremely well with AD. I first tried this against bots just to see how well his Q worked and of course I wrecked them because they were bots and all, but when I actually tried it in a match, I first ended up 23/5 and found it almost difficult to not get fed simply cause he's a bursty ADC who's hard to counter since he does high physical and magic damage. Spellvamp works nice with him as well since his abilities do high magic damage but I'd recommend them late game because AD and speed are more important. Also, if you got a good blitzcrank on your team, you can place your lantern near blitz, then he can land a pull, click then lantern, and basically pull them twice the distance all the way to your tower. Blitz can just knock them up after that or you can Q them if the tower targets them and it's just utterly hilarious if you pull it off.