Good place to start reading is Joe Albahari.
If you want to create your own thread, this is as simple as it gets:
using System.Threading;
new Thread(() =>
{
Thread.CurrentThread.IsBackground = true;
/* run your code here */
Console.WriteLine("Hello, world");
}).Start();
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…