Meta will add "activity statuses" to threads so you can see who's online as you scroll through your feed. In the article, Threads CEO Adam Mosseri called it "a way to help you find people to chat with in real time." 

Activity statuses will appear next to your profile picture in your feed and on your profile, based on a screenshot shared by Mosseri. Luckily, if you don't want people to know that you're online, you don't have to share it: "Only people with your activity status on can see that you're online, and you can always turn it off in settings," Mosseri says. 

At the moment I don't know how to enable this feature - it may be user error, but I think it's just not available in my environment yet. Even if you get one, you probably won't take it off.