Invoking the start method on a thread makes a thread active. Of course, as start is an instance method, you must have created an instance of a Thread object (which is really just a convenient handle to the underlying thread) in order to invoke it.
From the JLS,
§17.12 Threads:
Creating a Thread object creates a thread and that is the only way to create a thread. When the thread is created, it is not yet active; it begins to run when its start method is called.
I hope I didn't confuse anyone.
Corey