A top tip about dealing with Threads that will be in the second edition of the rules.
When dealing with threads you should remember that they are the things that lead you to the heart of the Shadow. Threads are the routes you follow, and the themes of the story as well. When you resolve a thread you always run the risk of cutting off that route and leaving you with no clear idea of where to go next, but it's easy to avoid the danger by making sure that the Change you make to resolve the Thread also points the way to go next. Here's how to do that.
Tie threads together
If you have more than one thread in play (and that's normally the case by the time you start resolving them) then you should make sure that resolving one thread gives you a clue to resolving another one, and so on. In that way resolving the first thread can legitimately count as a scene spent investigating the second, which makes it easier to resolve in turn.
For example
You have two threads in play, one about understanding a mysterious black substance, the second about finding out why a given person gave some strange orders. When you reach the person's chamber you find them imprisoned in the black substance. You can make a change to resolve the first thread by working out how to destroy the black substance, and then say that in return the person is so grateful that they agree to tell you why they gave the orders. That counts as a scene towards the second thread.
Make a new Thread
If you don't have another Thread in play, or you can't see a way to tie what you have together, you can make a new Thread as you resolve the old one. You probably won't be able to say much about the thread beyond how it appears, but that is still better than having nowhere to go.
For example
You are resolving the second thread mentioned above, Changing reality so that the troublesome orders are reversed and the minions will go back to their normal jobs ... what next? As part of the Change you also say that when the order is given a symbol appears in red on the wall. What does the symbol mean? Clearly it's a Thread.