The context of a post is the series of posts that led up to it.
A thread, on the other hand, is all the replies to a post, and their replies, etc. Click on n replies to get the thread starting at a post.
A whole thread is a thread starting with a head post; a head post is any post that isn't a reply.
Click on a user name to see that user's blog. Click on a message id to view just that message.
Clicking reply to this lets you to reply to a message.