There are two th sounds, voiced or buzzy (like in “this”) and voiceless or whispered (like in “thing” ). You can feel the vocal chords vibrating when you place your fingers over your throat for the voiced th. You cannot feel any vibrations when you produce the voiceless th sound.

Begin saying d…d…d… With each “d” stick you tongue further out until it is protruding from your mouth between your teeth. The sound should change to the voiced th sound when the tongue is far enough out of your mouth.

To produce the voiceless th sound, begin repeating t…t…t… as you extend your tongue further and further through your teeth. Eventually, the t sound will change to a th sound when the tongue is extended far enough outside the mouth and between the teeth.

For more pronunciation tips visit: Cross Culture Communications

There is an exercise in pronouncing th.

Three terrible thieves threatened to throw thirty thousand stinging thistles through the thinly shielded thoroughfares of the thatch roofed theater. thankfully several quick thinking thespians thwarted the thieves with deft thrusts if their Thallium swords in the thieves` thalamencephalons with thundering thumps, Thus driven hither through the thalweg, those thoughtless thieves tried to thwart the thespians from tumbling the thistles into the Thames, causing the thieves fall in. The Thames was frozen with thirteen—no—thirty thawing frozen ice floes and other things floating freely before thundering themselves down a roaring waterfall. The thieves tried to flush themselves from the thalassography of the thalassian thickets, emerging rather weathered and withered from their marathon. The thespians threatened the thieves with the thought of smothering in the Thames and suffering a terrible death bereft of theandric compassion and made them swear to never bother the thespians or their thatched theater again or risk being thumped in their thalamencephalons with thallium hatchets and be thrown in the thicket or the thawing ice floes of the Thames.

Dictionary References - Pronunciation
thespian - thalweg - thalassian

Try to practice these sentences:

I think I will be a teacher.
I think I will teach art.
I think I will be a nurse.
I think I will make sick people well.I think I will be a dancer.
I think I will tahnk my fans.
I think I will be a farmer.
I think I will grow things.
I think I will play baseball.
I think I will throw the ball to third base.

and these words:

the that this their these three thirty thing third thumb thunder thigh thick thought thank thanksgiving thursday three thrifty throw threw thread throat thorne thorugh thrill thrash them

See you!