There are a few ways to create lists in tweets and threads with ThreadStart.
The easiest way is to use the list icon. When you click on it, a list will be created with a bullet point at the beginning of the line. If you highlight text before clicking the list button, each line of the highlighted text will be turned into a list item.

Another way to create lists is to use the special characters at the beginning of each line. This will create a list with bullet points or numbers depending on the character you used.

Numbered Lists
You can also create numbered lists by adding a number before each item. For example, "1. Write a list" would create a list with numbers before each item.
Numbered lists will always have an emoji that represents the number in front of them as the list icon.
Unordered Lists
Another way to create lists is to use the * character at the beginning of each line. This will create a list with bullet points instead of numbers. You can also use the "-" character to start such a list.
For example, "* list item" or "- list item" would create a list with bullet points in front of each list item. Unordered lists will have an emoji that represents a bullet point as the list icon. You can customize your list style by changing the emoji.
Video Instructions
Here is a video that demonstrates how to apply various list styles to your next thread: