Thread element can be used to combine Candle, Cashmere, Fabric, Needle, Rope, and Sewing Machine in Little Alchemy 2. Since Thread is made from Cotton, it will be very easy to make Thread after you created Cotton. The process of making Thread is similar with Cotton, check out the detailed walkthrough and try it yourself.
Fire + Earth = Lava
Lava + Earth = Volcano
Water + Water = Puddle
Water + Puddle = Pond
Water + Pond = Lake
Lake + Lake = Sea
Earth + Sea = Primordial Soup
Volcano + Primordial Soup = Life
Earth + Life = Soil
Life + Soil = Plant
Earth + Earth = Land
Earth + Land = Continent
Continent + Continent = Planet
Air + Planet = Atmosphere
Water + Atmosphere = Cloud
Cloud + Plant = Cotton
Cotton + Cotton = Thread