Multithreading is the process of running two or more threads executing altogether within a single program in Java. Before understanding this let me first explain what threads exactly are.

A thread is a light-weight process that runs independently in a program. There can be as many threads in a program. A thread can have stages in its life. Threads share a common memory area thus, take less time in context-switching and hence increases the execution speed. Threads are majorly used in the gaming and animation industry.

java.lang.Thread class is the main class that controls all the threads and hence a thread always extend this class.

Stages of a Thread:

New: when a program starts, the thread is in new stage,

Runnable: after a thread is started, it is in runnable stage and is executing its tasks,

Waiting: when a thread is waiting for the other thread to response and go to the runnable stage when it is being responded by the other thread to continue,

Time waiting: when a thread is waiting for an event to occur or when it is running for an interval and the interval expires,

Terminated: when it completes the execution of its tasks or is terminated.

A simple example:

MainThreadClass.java 

public class MainThreadClass {

    public static void main(String[] args) {

        ThreadClass mt1=new ThreadClass("Run");
        ThreadClass mt2=new ThreadClass("Thread");

        mt1.start(); // this will start thread of object 1
        mt2.start(); // this will start thread of object 2
    }
}

public class MyThreadClass extends Thread{
    String msg;
    public void run()
    {
        for(int i=0;i<=5;i++)
        {
            System.out.println("Sample: "+msg);
        }
    }

    MyThreadClass(String mg)
    {
        msg=mg;
    }
}

Output:

Sample: Run Sample: Run Sample: Run Sample: Thread Sample: Run Sample: Run Sample: Thread Sample: Thread Sample: Thread Sample: Thread Sample: Run Sample: Thread