The term thread does not have a generally accepted firm/strict definition, but it generally means an instruction execution locus which is less powerful (in terms of its capabilities) than a process; e.g. a thread will generally not have its own address space.
Threads are usually instantiated within a process, and share its memory, I/O channels, etc. All the threads in a particular process exhibit fate-sharing: if the process is terminated, all the threads within it necessarily are also lost.
Threads are often, but not always, supported by the kernel of an operating system; e.g. the system's scheduler may be prepared to run threads. If not, a library included in the process may manage them.
In multi-processor systems where the kernel supports threads, it may be allowed for multiple threads in a single process to execute concurrently.