Discord now has Threads - The Verge

Threads is distinctly different from the Replies feature that Discord introduced last year, and users will be able to create new threaded conversations using a new “#” option across Windows, macOS, Linux, iOS, Android, and the web today.

Public threads in a channel will let any members with the send messages permission start and reply to threads, but private threads will allow certain members to create and chat in private.

But the overall goal is to avoid the headache of multiple different conversations happening at once in a single channel, and threads will certainly be useful for the more active Discord servers