Your first thread
Press ⌘N, or click New thread (the pencil beside the search at the top of the list), type a message and press Return.
New threads start in the ThreadbearThreads folder in your home folder (~/ThreadbearThreads), which setup makes for you. You can pick another folder for one thread from the composer's + menu, or change the default in Settings (⌘,).
A safe first message is one that only reads, such as "What's in this folder?" or "Explain what you can do for me here." When you're ready for it to make something, try "Make a file called hello.txt that says hi" and watch it appear in ~/ThreadbearThreads.
Return sends and Shift-Return adds a new line. In a list, Shift-Return starts the next item ("2. " after "1. milk", "- " after "- milk"), and Shift-Return on an empty item ends the list. You can paste or drop images into the composer. Stop (⌘.) ends a turn that's running.
A message shows in the thread as soon as you send it, faded, with a spinner beside it until the runner has it (a busy Mac can hold the runner up for a few seconds). A clock instead means it's waiting for the turn that's running to finish, and it starts its own turn then. If it can't be sent, it goes and its text is back in the composer. Starting a new thread keeps your message in the composer, greyed, with a spinner in place of Send, until the thread exists.
Going back to an earlier message
Hover over one of your own messages and click the pencil to change it. Its text goes into the composer; send it and the thread goes back to that point. The agent forgets that message and everything after it, the changes it made to files since then are put back, and your new version is sent as if the rest had never happened. A turn that's running is stopped first. What was cut is gone from the thread, and a line where it was says how many files were put back.
Files changed by commands the agent ran (a script, git, npm install) aren't put back, only ones it edited or wrote itself. If you've changed one of its files yourself since, that file may be left as it is, and the line says so. A message you sent while the agent was working went into that turn, so edit the message that started it instead.