A "thermal" in PCB lingo refers to a particular way a pad is connected to a plane so as to make good electrical contact but poor thermal contact. This is usually done by having semi-circular gaps around the pad in the copper.
Imagine isolating the pad and the plane with a circular gap in the copper around the pad. That would greatly reduce thermal conductivity between the pad and the plane, but unfortunately would also not allow electrical connectivity. Now imagine you made a few copper bridges between the pad and the plane. This is usually done every 90°. The total copper width of the bridges is enough to provide the necessary electrical conductivity, but most of the ring still has a gap, so there is significantly less thermal conductivity than if there were no gaps.
So why do we not want good thermal conductivity to the plane? For good soldering. Copper conducts heat very well, so a copper plane on a board sucks heat away quickly if you were to apply heat in one place with a soldering iron, for example. This makes it difficult to solder anything to a plane. Even if the iron has enough power to maintain its tip temperature, there is little enough contact between the tip and the plane that the rest of the plane is able to conduct the heat away faster than the iron can supply it to get to soldering temperature.
This is less of a issue with reflow soldering since the entire board is heated, but the problem still exists because everyplace on the board is not at the same temperature.