How to follow a thread?

In ‘My Control Center’ under ‘Followed Threads’ there is this note: ‘You can follow a thread by clicking “Follow This Thread” when reading a message.’ However I don’t see this option anywhere while reading messages. Any suggestions will be much appreciated. Thanks, Mx.

I guess the threads don’t want to be followed.

Is there a way we can make the threads more amenable to be followed?