We cannot just start thread without any reason so most of the time you will be starting thread with the data and the only way to do it is to start it with ParameterizedStartThread delegate.

Delegate is just a function call and it must have same signature as actual function it is trying to call.
namespace Threadsspace.BasicDelegate
{
    // Declaration
    public delegate void SimpleDelegate();

    class TestDelegate
    {
        public static void MyFunction()
        {
           Console.WriteLine("Call to delegate ...");
        }

        public static void Main()
        {
           // Instantiate
           SimpleDelegate mySimpleDelegate = new SimpleDelegate(MyFunc);

           // Invocate
           mySimpleDelegate();
        }
    }
}

So what we have is function of some sort that displays threads
static void WorkWithParam(object o)
{
    string info = (string) o;
    for (int x = 0; x < 10; ++x)
    {
        Console.WriteLine("{0}: {1}", info, Thread.CurrentThread.ManagedThreadId);

        // Slow down
        Thread.Sleep(10);
    }
}
ParameterizedThreadStart myOperation = new ParameterizedThreadStart(WorkWithParam);
// Creates
Thread theMainThread = new Thread(myOperation);
// Start
theMainThread.Start("Hell");
// 2nd Thread
Thread MyNewThread = new Thread(myOperation);
MyNewThread.Start("Good");

If we want to stop Thread we must issue command Thread.Abort When we abort the thread it does not know at what point it is safe to abort so we always have to provide regions within our methods
Thread newMyThread = new Thread(new ThreadStart(AbortThread));
newMyThread.Start();
newMyThread.Abort();
static void AbortThread()
{
    // Set the data
    Thread.BeginCriticalRegion();
    SomeClass.IsValid = true;
    SomeClass.IsComplete = true;
    Thread.EndCriticalRegion();
    // Write the object
    SomeClass.WriteToConsole();
}

Each thread has data associated with it and this data travels from thread to thread and if we want to increase performance we need to suppress this information information flow with the help of ExecutionContext.SuppressFlow
AsyncFlowControl myFlowControl = ExecutionContext.SuppressFlow();
// New thread
Thread myThread = new Thread(new ThreadStart(SomeWork));
myThread.Start();
myThread.Join();
// Restore
ExecutionContext.RestoreFlow();
// could flow.Undo();