The art of creating and repairing threads on fasteners, and holes to take those fasteners.
Threading refers to a spiral-inclined plane that wraps around bolts and screws, and also the matching feature on the inside of a hole, or nut.
Threads are cut into hard materials like metals (steel, aluminium, brass, iron, etc) as well as some items like wood and plastics.
Threads are rarely installed into items like bone or soft woods, instead a metal insert is often used.
Threading is NOT the word for corkscrews or ice spikes - they are more like nails that happen to follow a curve. The difference is that a corkscrew does not have a center core/shaft.
There are many (so many) thread systems. Metric threads are noted as M followed by a number which is the diameter, and then a thread count. eg
M6 x 1.0 means 6mm external diameter, and 1 thread per millimetre (ie one full rotation advances the fastener 1 millimetre)
Imperial/Standard/SAE threads are described with a diameter in inches, followed by a thread count in inches (or TPI) eg
1/4-20 is a quarter of an inch across, and takes 20 full turns to advance one inch.
There are also different thread forms, including triangular, buttress, acme, whitworth, etc.
Tools for creating threads are known as taps for inside holes, or [dies] for external threads like on a bolt. Each tap and die can only cut one thread type+size so they're often sold in sets.
Further reading https://en.wikipedia.org/wiki/Tap_and_die