As per Steve's explaination
The start() method starts the Thread and executes the run() method's code in the new Thread.
What I have understood from your statement is, in given code below, at line no. 9 we are just creating object, not creating thread and line no. 10 will create thread.
If I comment line no. 10 and uncomment line no. 11. it will not create thread, simply it will execute run method of same class.
Thank you, Steve