Yarn / Thread
The terms yarn and thread typically describe any material that is long and thin. However, they are not indicative of a particular structure.
A thread describes a very thin yarn, so "yarn" is the broader term. Both threads and yarns can take the form of filament, singles, plied yarn, core-spun yarn, or braids.
At times you might see yarns described as "knitting" or "weaving" yarns, but this only indicates the kind of application the designer envisioned for the yarn and likely a set of properties it might have (e.g. knitting yarns tend to be softer and weaving yarns are stronger). All yarns can be knitted and/or woven.
A second feature of yarns, both in the form of singles and plied yarns is that they can contain a certain bit of balance. Balanced yarns like to hold their structure by having equal amounts of twist in both directions. Unbalanced yarns are said to be "energized' because they have the tendency to want to spin back on themselves or exert their own force into the structures that are created with them.