Hi Shiraz,
For starters, you could look at Sun's online tutorial. It has simple programs for both threads and IO which will help you understand the basics. Once you do that, you can take a particular class and play around with it by looking at the API and calling its methods. Trying it out yourself is the best way to learn.
Bruce Eckels book "Thinking in Java" is a free downloadable book available at
www.bruceeckel.com. It has comprehensive code examples and explanations.
Happy coding and learning!
Sajida