threads - basically when you hit new post you'll see a list of open "threads" its basically a smaller topic within the forum

sticky threads - threads that do not move up or down as people post or don't post in them... they are essentially "stuck" @ the top of the thread.

you don't have to post a new thread unless you want to start a new subject, then people will come in and talk to you in your new thread... entering an existing thread (like this one) allows anyone to come in and post new reply's or responses to you in THIS thread...