Games like Thread
Games like Thread include Hollow Knight, Hollow Knight: Silksong, Rain World, ANIMAL WELL, and Ori and the Will of the Wisps. We matched them by the tags players give Thread on Steam (Metroidvania, Exploration, Precision Platformer, Adventure, and Mystery): closest matches first, and among equally close ones the better-known games.

Hollow Knight
Shared: Metroidvania · Platformer · Souls-like

Hollow Knight: Silksong
Shared: Metroidvania · Exploration · Souls-like

Rain World
Shared: Exploration · Platformer · Atmospheric

ANIMAL WELL
Shared: Metroidvania · Exploration · Platformer

Ori and the Will of the Wisps
Shared: Metroidvania · Platformer · Adventure

Dead Cells
Shared: Metroidvania · Adventure · Souls-like

MIO: Memories in Orbit
Shared: Metroidvania · Exploration · Platformer

Outer Wilds
Shared: Exploration · Mystery · Adventure

Haiku, the Robot
Shared: Metroidvania · Exploration · Adventure

Blasphemous
Shared: Metroidvania · Souls-like · Dark Fantasy

Leap Year
Shared: Exploration · Precision Platformer · Metroidvania

Celeste
Shared: Precision Platformer · Platformer · 2D Platformer

Momodora: Reverie Under The Moonlight
Shared: Metroidvania · Exploration · 2D Platformer

Nine Sols
Shared: Metroidvania · Souls-like · Platformer

Prince of Persia The Lost Crown
Shared: Metroidvania · Exploration · Adventure

Firewatch
Shared: Adventure · Mystery · Exploration

Fallout 4
Shared: Exploration · Adventure · Post-apocalyptic

FEZ
Shared: Exploration · Platformer · Adventure

FAR: Lone Sails
Shared: Adventure · Exploration · Atmospheric

VVVVVV
Shared: Precision Platformer · Platformer · 2D Platformer

Salt and Sanctuary
Shared: Metroidvania · Souls-like · Dark Fantasy

ENDER LILIES: Quietus of the Knights
Shared: Metroidvania · Souls-like · Dark Fantasy

Aeterna Noctis
Shared: Metroidvania · Precision Platformer · Platformer

GRIME
Shared: Metroidvania · Platformer · Exploration