This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
The Thread class creates the new thread and then runs your Runnable class in it. If you didn't have the Thread class all your classes that implement Runnable would also have to include code to create and manage a thread.