To 'tag' something means to mark it as special or separate. It could also mean to add a label that will help with searches. I don't use facebook, so I'm not exactly sure in that context.
A thread is a string (or collection) of posts. A post is each person's comments within the thread. Your question above is a post. My reply is also a post. Combined together (and including all other replies after), they make a thread. A thread my have many posts; a post is part of a thread. The forum will have many threads, and each thread has its own topic.
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