Thread is a lower-level concept: if you're directly starting a thread, you know it will be a separate thread, rather than executing on the thread pool etc.
Task is more than just an abstraction of "where to run some code" though - it's really just "the promise of a result in the future". So as some different examples:
Task.Delay doesn't need any actual CPU time; it's just like setting a timer to go off in the future- A task returned by
WebClient.DownloadStringTaskAsync won't take much CPU time locally; it's representing a result which is likely to spend most of its time in network latency or remote work (at the web server)
- A task returned by
Task.Run() really is saying "I want you to execute this code separately"; the exact thread on which that code executes depends on a number of factors.
Note that the Task abstraction is pivotal to the async support in C# 5.
In general, I'd recommend that you use the higher level abstraction wherever you can: in modern C# code you should rarely need to explicitly start your own thread.
