A simple threat is an attack on an undefended enemy piece or a piece of higher value. Threats force your opponent to make moves to avoid attack and help you to establish a strong position. If your threats result in captures you will achieve a stronger army, but your threats must be well thought-out.
In the diagram - Rg1 threatens the queen but Black can move the queen to safety.
White can make several safe threats. Two bishop threats are Bh4 and Bd4.
Bd4 is the strongest threat as it pins the queen & Black can't defend against the threat.
Defending against threats
While you are making good moves and creating threats, your opponent will be aiming to do the same. There are several ways to defend against enemy threats: move away, capture an enemy piece, support your attacked piece, block the attack & counterattack.
Learn more about strategy when attacking & defending