How does this work exactly? Is this a group chat or is it kind of like Facebook where you post well lol a post?
Threads are simply topics you can post on. Others can read and respond to what you say in each thread.
This is your first thread.
Everything posted in the forums is visible to the public and may show up in a search engine search, so if there's anything you don't want to be able to be seen be people off the site, don't put it on the forums.
If you get into private messages (have to pay to be able to start them, but others can message you and you can respond without paying) that is not open to the public.
So make new threads, or join in existing ones.