If you want to implement a new thread using the threading module, you have to follow the following steps which is given below
Step-1 Define a new subclass of the Thread class.
Step-2 Override the __init__(self [,args]) method to add additional arguments.
Step-3 Then, override the run(self [,args]) method to implement what the thread should do when started.

Once you have created the new Thread subclass, you can create an instance of it and then start a new thread by invoking the start(), which in turn calls run() method.
For example you can see below code:

#!/Dinesh/bin/python
import threading
import time
exitFlag = 0
class myThread (threading.Thread):
    def __init__(self, threadID, name, counter):
        threading.Thread.__init__(self)
        self.threadID = threadID
        self.name = name
        self.counter = counter
    def run(self):
        print "Starting " + self.name
        print_time(self.name, self.counter, 5)
        print "Exiting " + self.name

def print_time(threadName, delay, counter):
    while counter:
        if exitFlag:
            threadName.exit()
        time.sleep(delay)
        print "%s: %s" % (threadName, time.ctime(time.time()))
        counter -= 1

# Create new threads
thread1 = myThread(1, "Thread-1", 1)
thread2 = myThread(2, "Thread-2", 2)

# Start new Threads
thread1.start()
thread2.start()