The Java tutorials say that creating a Thread is expensive. But why exactly is it expensive? What exactly is happening when a Java Thread is created that makes its creation
In theory, this depends on the JVM. In practice, every thread has a relatively large amount of stack memory (256 KB per default, I think). Additionally, threads are implemented as OS threads, so creating them involves an OS call, i.e. a context switch.
Do realize that "expensive" in computing is always very relative. Thread creation is very expensive relative to the creation of most objects, but not very expensive relative to a random harddisk seek. You don't have to avoid creating threads at all costs, but creating hundreds of them per second is not a smart move. In most cases, if your design calls for lots of threads, you should use a limited-size thread pool.