Coarse Thread in RuneScape Dragonwilds is classified as "Processed Materials." This means it cannot be found in the wild and has to be made from scratch. Of course, you could get one by opening a few Goblin Packs, but why depend on RNG when you can have a steady supply of it?
The short answer is that you can get Coarse Thread in RuneScape Dragonwilds by processing Coarse Animal Fur on the Spinning Wheel. The task is not daunting, but getting started can be challenging if you're cautious (as I first was) when exploring Ashenfall.
With that in mind, here's a quick guide to crafting Coarse Thread in RuneScape Dragonwilds.
How to make Coarse Thread in RuneScape Dragonwilds

To make Coarse Thread in RuneScape Dragonwilds, you first need to slay two types of enemies: Kebbit and Giant Rat. Upon death, they drop a Basic Material called Coarse Animal Fur. You will need three of these to make one Coarse Thread.
Given that Kebbits and Giant Rats are plentiful and easy to take down, it shouldn't take you long to collect a surplus of Coarse Animal Fur. Stockpile this Basic Material and keep it. You're going to need a lot of it in the early game.

While collecting Coarse Animal Fur, you'll need to look for one more Basic Material called Flax. This will be required to craft the Spinning Wheel, through which you will turn Coarse Animal Fur into Coarse Thread in RuneScape Dragonwilds.
Flax can be tricky to find if you don't know what to look for. It is a blue-colored plant and can be found east of Temple Woods. Go across the river into the ruined village, and you'll find enough to make the Spinning Wheel. You will need at least four. Be wary of the Goblins that roam about; they will attack on sight.

Once you have everything, build the Spinning Wheel (Ash Logs x 12, Flax x 4, and Stone x 2). Be sure to create it under a covered structure, or else it won't be usable.
If you need to create a new structure due to a lack of space, you can always demolish an existing structure in RuneScape Dragonwilds and repurpose the materials.
When the Spinning Wheel is built, interact with it, drag the Coarse Animal Fur from your inventory into the slot, and hit the "Ready" button. Presto, you now know how to make Coarse Thread in RuneScape Dragonwilds. Creating this item will also help you level up your Artisan Skill.
How to use Coarse Thread in RuneScape Dragonwilds

Coarse Thread has a lot of utility in the early game. You can use it to craft things such as the Ash Shortbow, which will come in handy for hunting Deer to get Antlers in RuneScape Dragonwilds. It can also be used to create several Armour, such as Apprentice Hat, Apprentice Robe, and Apprentice Leggings.
I'm still fairly early on in my playthrough, so I'm still discovering what else Coarse Thread in RuneScape Dragonwilds can be used to create. However, based on what I've seen thus far, this "Proceed Material" is largely used to craft Armour.
To recap, to make Coarse Thread in RuneScape Dragonwilds, you will need Coarse Animal Fur and a Spinning Wheel. Kebbit and Giant Rat will give you Coarse Animal Fur. To find Flax, go east of Temple Woods.
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