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This is a neat little feature I've wanted for ages. Instead of the site thinking that just because you comment in a thread that you are actually interested in it (hah!), you can use bookmarks to curate your threads of interest.
To make a book mark, when you are looking at a thread, you will see a little white star:
Click on it, and it will turn yellow:
Over in the left margin, click on the star in the row under your name, and down pops your list of bookmarks:
Or, you can go to the complete list by clicking on the My Bookmarks link.
Finally, you can set up notifications for your bookmarked threads. In the example below, I've turned notifications on for threads that I started, as well as for any threads that I've bookmarked:
That's about it! Let me know if you have any questions or ideas.