The Thread class is used for creating and manipulating a thread in Windows.
A Task represents some asynchronous operation and is part of the Task Parallel Library, a set of APIs for running tasks asynchronously and in parallel.
In the days of old (i.e. before TPL) it used to be that using the Thread class was one of the standard ways to run code in the background or in parallel (a better alternative was often to use a ThreadPool), however this was cumbersome and had several disadvantages, not least of which was the performance overhead of creating a whole new thread to perform a task in the background.
Nowadays using tasks and the TPL is a far better solution 90% of the time as it provides abstractions which allows far more efficient use of system resources. I imagine there are a few scenarios where you want explicit control over the thread on which you are running your code, however generally speaking if you want to run something asynchronously your first port of call should be the TPL.
