As you are lvl 17 you may want to take caution with builds on Thresh or Thresh in general. I'm saying this because Thresh's role as a support means: he doesn't do much damage or isn't optimal for that type of level where it was more fun to play champions with damage.
So if you don't have a great time at your current level, try him again at lvl 30.
Support Thresh starts with a support item or ruby crystal. Most often it is Relic Shield for sustain (although there are complaints of the active requiring good last hitting since Thresh isn't melee and doesn't get the execute damage). Ancient Coin is also sometimes taken but usually not to start with. Also fill in the rest with health pots. Also start with yellow trinket (ward)
As a support the first back(s) are usually to buy the upgraded support item and sightstone and then boots. The instant you buy boots, switch to the red trinket. The next major items I would look for are CDR options. These may include: Locket of the Iron Solari (MR), Frozen Heart Armor), Mikael's Crucible (not recommended), and finishing the support item. People also commonly take Righteous Glory as their first major item. Thresh's job is to peel for the carry (main damage dealers) and Thresh's abilities are very effective for this. Therefore taking CDR allows for the abilities to be used more often and be more effective. Righteous Glory is used for its active ability that allows Thresh to peel even more (speed boost + slow = Talisman of Ascension + Randuin's Omen).
All builds should never be set, they should be flexible to fit the enemy and your team.
Boots should be picked depending on the enemy. Swiftness, Greaves and Sorceror's are not to be picked (maybe swiftness but usually not). Ionian to cap CDR with masteries (see below), mobility is also quite common, if you're dying a bit too fast pick a resistance boot to whoever is dealing the most damage to you/your team.
The last few items should continue this trend. The major things to look out for is capping CDR, maximum CDR is 40% so try and get items that will hit this cap.
e.g. finished support item (10%), Locket of the Iron Solari (10%), Frozen Heart (20%) = 40%
The other items will be tanky items. The longer you survive, the longer you can peel for your carries.
Standard tanky items:
Randuin's Omen, Sunfire Cape (not recommended), Thornmail, Banshee's Veil, Spirit Visage (not recommended).
Example build: Relic Shield>sightstone>Targon's Brace>tier 1 boots>Face of the Mountain>Righteous Glory>tier 2 boots>Locket of the Iron Solari>Frozen Heart
I can update on skill max order + other stuff later, I have to go out soon (estimated time of return 6 hours)
TL;DR