What kind of communication do you see a need for? Some simple things are pretty normal in spite of threads being involved.
Say ObjectA is running in Thread1 and ObjectB is runing in Thread2. And say B is doing some kind of loop which is why we put it in a
thread in the first place. And we'd like to tell it to stop. ObjectA can call a method on ObjectB that simply sets a variable, say keepRunning=false. That method call runs on Thread1. But the next time B goes through its loop on Thread2, it can look at the variable and see that it has been told to stop.
Another kind of thread communication happens in Swing. If you're doing a long-running task on its own thread so the Swing thread stays responsive to mouse clicks and such, and you want the task to update the GUI
you should not directly update Swing widgets from the task thread. It confuses Swing and causes repaint problems. So there is a SwingUtil class that lets you put a command into a queue from the task thread. Some time soon the Swing thread sees the command on the queue - much like the variable above - and executes the command in the Swing thread. Pretty clever.
Do you have something trickier in mind? There's a whole branch of computer science in threading, semaphores, joining, etc.