The thread algae itself will not necessarily cause problems, unless you are trying to grow live plants, in which case it can utilize the nutrients in the water easier than the plants, which has given it a foothold (if the plants were drawing all of the nutrients themselves you would not see any algae issues).
If you have no plants then you can try to control the algae by starving it of nutrients, which usually means reducing available nutrients in the water with more water changes and cutting back your lighting schedule. Adding more fish that will eat the algae can help, but by doing so you are increasing the nutrients in the water with the additional fish, so keep that in mind. Good luck! (BTW, a toothbrush or a tubing brush works well to snag the filaments)