A thread is a thin string, like you use for sewing. In Esperanto, fadeno can be thread or yarn, which is thicker and used for knitting.
A forum thread is a series of public messages. It's as if they're all sitting on a string in certain order.
Edit: I noticed this morning half a dozen wisecracks and "accepted" posts. Those are really frustrating for people who are trying to answer questions. I see you do occasionally have questions. I would like to ask you as a favor if you want people to answer your questions that you cut back on the clutter posts.
No, "kun kune" is odd and unusued. It would actually mean "with together".
"Together with" is a way to make explicit the difference in English between two possible usages of "with" ("I'm playing with my little brother/with a toy" > kun vs per).
"Kune" is "together" as in "My little brother and me are playing together".
Word for word translation is the exception, not the rule ;P